Yazar "Özel, Gamze" için listeleme
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Distribution Function of First Exit Time for a Compound Poisson Process
Özel, Gamze; İnal, Ceyhan (Anadolu Üniversitesi, 2011)In this study, the first exit time of a compound Poisson process with positive jumps and an upper horizontal boundary is considered. An explicit formula is derived for the distribution function of the first exit time ...