Junping Li
Published 2024-04-07Version 1
This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully expressed with the Laplace transform of transition probability function of the birth-death processes without catastrophe. The first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are obtained.
On the first-visit-time problem for birth and death processes with catastrophes
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups
Dual representations of Laplace transforms of Brownian excursion and generalized meanders
![QR code for arXiv:2404.04984 [math.PR]](http://oss.arxitics.com/images/favicon.svg)