On a first-passage problem for a cumulative process with exponential decay

DOI10.1016/0304-4149(76)90027-2zbMath0318.60028OpenAlexW2095207480MaRDI QIDQ1222457

Akira Tsurui, Shunji Osaki

Publication date: 1976

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(76)90027-2

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05)

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Cites Work

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• Weak convergence of compound stochastic process. I
• On secondary stochastic processes generated by recurrent processes
• Some Stochastic Properties of a Compound-Renewal Damage Model
• On secondary processes generated by a Poisson process and their applications in physics

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