Some exponential type bounds for hitting time distributions of storage processes (Q1076600)

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scientific article; zbMATH DE number 3954613
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Some exponential type bounds for hitting time distributions of storage processes
scientific article; zbMATH DE number 3954613

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    Some exponential type bounds for hitting time distributions of storage processes (English)
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    1985
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    compound Poisson input
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    stochastic integral equation
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    exponential
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    bounds
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    storage process
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    finite or infinite capacity
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    upper and lower bounds
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    hitting time distributions
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    martingale theory
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