< Back to previous page
Publication
A two-sided exit problem for a difference of a compound Poisson process and a compound renewal process with a discrete phase space.
Journal Contribution - Journal Article
two-sided exit problem for a difference of a compound Poisson process and a compound renewal process
Journal: Stoch. Models
ISSN: 1532-4214
Volume: 24
Pages: 152-172
Publication year:2008
Keywords:two-sided exit problem