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Absorption and first-passage times for a compound Poisson process in a general upper boundary - MaRDI portal

Absorption and first-passage times for a compound Poisson process in a general upper boundary (Q4280653)

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scientific article; zbMATH DE number 509994
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Absorption and first-passage times for a compound Poisson process in a general upper boundary
scientific article; zbMATH DE number 509994

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    Absorption and first-passage times for a compound Poisson process in a general upper boundary (English)
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    24 May 1994
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    compound Poisson process
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    Kolmogorov-Smirnov statistics
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    probability of absorption
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    first-passage times
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