The moment generating function of the stopping time for a linearly stopped poisson process

DOI10.1080/15326349708807427zbMath0880.60049OpenAlexW2007676365MaRDI QIDQ4340654

H. Vincent Poor, J. DeLucia

Publication date: 20 July 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807427

zbMATH Keywords

moment generating functionPoisson processesstopping timesdelay-differential equationssequential probability ratio test

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

First-exit times for compound poisson processes for some types of positive and negative jumps ⋮ A two-sided first-exit problem for a compound Poisson process with a random upper boundary

This page was built for publication: The moment generating function of the stopping time for a linearly stopped poisson process