Intersections of the interval and reflections for a semi-Markov walk with linear drift

DOI10.1515/ROSE.2008.008zbMath1199.60141MaRDI QIDQ5324859

Victor Kadankov

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

semi-Markov walkreflected processesexit from intervalupward and downward intersection of interval

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

• On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
• On crossing of a level by processes defined by sums of a random number of terms
• The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval
• Two-boundary problems for semi-Markov walk with a linear drift
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments

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