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Two-limit problems for almost semicontinuous processes defined on a Markov chain

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Abstract

We consider almost upper-semicontinuous processes defined on a finite Markov chain. The distributions of functionals associated with the exit of these processes from a finite interval are studied. We also consider some modifications of these processes.

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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 4, pp. 555–565, April, 2007.

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Karnaukh, E.V. Two-limit problems for almost semicontinuous processes defined on a Markov chain. Ukr Math J 59, 620–632 (2007). https://doi.org/10.1007/s11253-007-0041-0

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  • DOI: https://doi.org/10.1007/s11253-007-0041-0

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