Victor Kadankov

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Abstract A two-sided exit problem is solved for a difference of a compound Poisson process and a compound renewal process. The Laplace transforms of the joint distribution of the first exit time, the value of the overshoot and the value of a linear component at this instant are determined. The results obtained are applied to solve the two-sided exit problem(More)
  • 1