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You are here: Home :: Keyword index :: eth bis gen :: exact relaxation - Expectation exit from an interval

Items for "exit from an interval"

Intersections of the interval and reflections for a semi-Markov walk with linear drift

Several two-boundary problems are solved for a semi-Markov random walk with a linear drift...

Keywords: The semi-Markov walk with a linear drift, exit from an interval, upward and downward intersection of the interval, reflected processes

01/2008 | Random Operators and Stochastic Equations, Walter de Gruyter
Two-boundary problems for semi-Markov walk with a linear drift

In this article we determine the joint distribution of the first exit time from an interval and the value of the overshoot and the joint distribution of the supremum, infimum and the value of the semi-Markov walk with a linear drift...

Keywords: Semi-Markov walk with a linear drift, exit from an interval, joint distribution of the supremum, infimum and the value of the process

10/2007 | Random Operators and Stochastic Equations, Walter de Gruyter