Sokolov, I.M.; Belik, V.V. - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 1, pp. 46-52
Motivated by certain birth–death processes with strongly fluctuating birth rates, we consider a level-crossing problem for a random process being a superposition of a continuous drift to the left and jumps to the right. The lengths of the corresponding jumps follow a one-sided extreme...