Karnaukh E. V.
Ukr. Mat. Zh. - 2016. - 68, № 12. - pp. 1629-1640
We consider the representations of resolvent for a Levy process whose jumps have a matrix-exponential distribution.
Ukr. Mat. Zh. - 2010. - 62, № 1. - pp. 81–89
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.
Ukr. Mat. Zh. - 2007. - 59, № 4. - pp. 555–565
We consider almost upper-semicontinuous processes defined on a finite Markov chain. The distributions of functionals associated with the exit of these processes from a finite interval are studied. We also consider some modifications of these processes.