Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level

DOI10.1007/S11253-010-0334-6zbMath1224.60105arXiv1107.1838OpenAlexW2121940089MaRDI QIDQ3076493

É. V. Karnaukh

Publication date: 22 February 2011

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1838

zbMATH Keywords

Markov chainabsolute maximumsemicontinuous Poisson process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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