In the paper, by using two processes ξt and η t , t ≥ 0 with independent increments, one of which is without negative overshoots and the second one is homogeneous in time, we study a homogeneous Markov process ξt, t ≥ 0, and we find the Laplace transform of the generating function of transitional probabilities of the process ξt, t ≥ 0.
Primary Language | English |
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Journal Section | Research Article |
Authors | |
Publication Date | June 1, 2017 |
Published in Issue | Year 2017 Volume: 7 Issue: 1 |