Tweedie, R. L.; Westcott, M. - In: Stochastic Processes and their Applications 7 (1978) 2, pp. 191-204
We derive simple criteria to ensure the finiteness of the mean first-passage times into semi-infinite sets for real-valued skip-free processes, which move by random jumps in one direction and deterministically, for a random time, in the other. These criteria are applied to state-dependent...