Browsing by Author "Melchers, Rob"

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Browsing by Author "Melchers, Rob"

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  • Novikov, Alex; Melchers, Rob; Shinjikashvili, Eja; Kordzakhia, Nino (Elsevier Sci Ltd, 2005)
    Solving some integro-differential equation we find the Laplace transform of the first passage time for filtered Poisson process generated by pulses with uniform or exponential distributions. Also, the martingale technique ...