Storage problems in continuous time with random inputs, random outputs, and deterministic release
A finite dam with compound Poisson input and output along with a continuous deterministic exponential release is considered. The first passage densities for overflow or emptiness are investigated. Their Laplace transforms are obtained explicit in the case of exponential jumps by applying imbedding methods. The work is a continuation of the earlier works of the authors. Moreover, an earlier version of this work published in Matsci. Rep. 110, 170-205 (1983; Zbl 0567.60094).
scientific article; zbMATH DE number 3917418