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

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Ukrainian Mathematical Journal Aims and scope

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.

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Authors and Affiliations

  1. Kyiv National University of Trade and Economics, Kyiv, Ukraine

    E. V. Karnaukh

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  1. E. V. Karnaukh
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 62, No. 1, pp. 81–89, January, 2010.

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Karnaukh, E.V. Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level. Ukr Math J 62, 87–96 (2010). https://doi.org/10.1007/s11253-010-0334-6

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  • DOI: https://doi.org/10.1007/s11253-010-0334-6

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