Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes
نویسندگان
چکیده
منابع مشابه
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15 صفحه اولHitting Numbers and Probabilities for Lévy Processes with One-Sided Jumps
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2004
ISSN: 1050-5164
DOI: 10.1214/105051604000000206