5 citations · 8 across the 4 of their papers we have counts for
4 papers
Behavior of an Almost Semicontinuous Poisson Process on a Markov Chain Upon Attainment of A Level
Ievgen Karnaukh
We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement…
Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain
Ievgen Karnaukh
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studie…
On the exit from a finite interval for the risk processes with stochastic premiums
D. V. Gusak, E. V. Karnaukh
In this article the almost semi-continuous step-process is considered. The conditional characteristic functions of the jumps of have the form $\mathrm{E} [ e^{iαξ_k}/…
Matrix factorization identity for almost semi-continuous processes on a Markov chain
D. V. Gusak, E. V. Karnaukh
In this article almost semi-continuous processes with stationary independent increments on a finite irreducible Markov chain are considered. For these processes the components of m…