2017
Том 69
№ 6

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Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level

Karnaukh E. V.

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Abstract

We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.

English version (Springer): Ukrainian Mathematical Journal 62 (2010), no. 1, pp 87-96.

Citation Example: Karnaukh E. V. Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level // Ukr. Mat. Zh. - 2010. - 62, № 1. - pp. 81–89.

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