Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes

Remco van der Hofstad, Stella Kapodistria, Zbigniew Palmowski, Vsevolod Shneer

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Advances in Applied Probability
Publication status	Accepted/In press - 31 Jan 2022

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Accepted author manuscript, 441 KB
Licence: CC BY-NC-ND
Embargo ends: 23/03/25

Cite this

@article{a88afc6246c14f76a0b0d53323c2cc3a,

title = "Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes",

author = "{van der Hofstad}, Remco and Stella Kapodistria and Zbigniew Palmowski and Vsevolod Shneer",

year = "2022",

month = jan,

day = "31",

language = "English",

journal = "Advances in Applied Probability",

issn = "0001-8678",

publisher = "University of Sheffield",

}