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Time sensitive functionals of marked cox processes

Agarwal, Ravi P.
; 
Dshalalow, Jewgeni H.
; 
O'Regan, Donal
Repository DOI
Publication Date
2004-05-01
Keywords
fluctuations, first excess level, first passage time, termination index, cox process, renewal process, marked point process
Type
Article
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Citation
Agarwal, Ravi P. Dshalalow, Jewgeni H.; O'Regan, Donal (2004). Time sensitive functionals of marked cox processes. Journal of Mathematical Analysis and Applications 293 (1), 14-27
Abstract
Funder
Publisher
Elsevier BV
Publisher DOI
10.1016/j.jmaa.2003.12.030
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Attribution-NonCommercial-NoDerivs 3.0 Ireland
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Externally hosted open access publications with University of Galway authors (1)