On the first meeting or crossing of two independent trajectories for some counting processes.
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Publication:2574557
DOI10.1016/S0304-4149(02)00240-5zbMath1075.60564OpenAlexW1971670809MaRDI QIDQ2574557
Philippe Picard, Claude Lefèvre
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00240-5
renewal processlinear birth process with immigration(generalized) Abel-Gontcharoff and Appell polynomialscompound Poisson and binomial processes
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Cites Work
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- Distributions of stopping times for poisson processes with linear boundaries
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- Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries
- The probability of ruin in finite time with discrete claim size distribution
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- Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
- Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models (III)
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- The distribution of general final state random variables for stochastic epidemic models
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