Some Exact Results on Lindley Process with Laplace Jumps
We consider a Lindley process with Laplace-distributed space increments. We obtain closed-form recursive expressions for the density function of the position of the process and for its first exit time distribution from the domain <inline-formula><math xmlns="http://www.w3.org/1998/Math...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/7/1166 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!