Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift
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Publication:6633333
DOI10.1137/S0040585X97T991982MaRDI QIDQ6633333
Vyacheslav Evgen'evich Mosyagin
Publication date: 5 November 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
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Cites Work
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- The joint density of the maximum and its location for a Wiener process with drift
- Beweis eines Ausdruckes, von welchem die Binomial-Formel ein einzelner Fall ist.
- Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
- Introduction to the statistics of Poisson processes and applications
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