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Tree-indexed processes: A high level crossing analysis

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Publication:1412378
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DOI10.1155/S1048953303000091zbMath1036.60076MaRDI QIDQ1412378

Yu. M. Sukhov, M. Ya. Kel'bert

Publication date: 10 November 2003

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/50747


zbMATH Keywords

dynamical systemruin probabilityphase portraitrandom treeLundberg's boundmultiple choice potential ruin


Mathematics Subject Classification ID

Applications of branching processes (60J85) Applications of renewal theory (reliability, demand theory, etc.) (60K10)


Related Items (5)

On fluctuations of a multivariate random walk with some applications to stock options trading and hedging ⋮ Random Walk Analysis in Antagonistic Stochastic Games ⋮ Multilayers in a modulated stochastic game ⋮ On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process ⋮ Random observations of marked Cox processes. Time insensitive functionals







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