On the first passage times for Markov processes with monotone convex transition kernels

DOI10.1016/0304-4149(95)00020-8zbMath0833.60088OpenAlexW2011245400MaRDI QIDQ1899266

Haijun Li, Shaked, Moshe

Publication date: 9 October 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00020-8

zbMATH Keywords

first passage timejump processstochastic monotonicitypure jump shock model

Mathematics Subject Classification ID

Related Items (3)

On the first passage times for Markov processes with monotone convex transition kernels ⋮ On stochastic ordering and control charts for traffic intensity ⋮ Realistic variation of shock models

Cites Work

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• On the first-passage times of pure jump processes
• Processes with associated increments
• Stochastic Convexity and Concavity of Markov Processes
• NBUE and NWUE properties of increasing Markov processes
• Total Positivity, Absorption Probabilities and Applications

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