On hitting times for compound Poisson dams with exponential jumps and linear release rate

Journal of Applied Probability

Volumn 38, Issue 3, 2001, Pages 781-786

  Kella, Offer ^a   Stadje, Wolfgang ^b  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Confluent hypergeometric functions; Dam with linear release rates; Hitting times; Markov process; Shot noise process

Indexed keywords

EID: 0035438334     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1005091042     Document Type: Article

References (7)

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