On the intensity of crossings by a shot noise process

Authors
Hsing, Tailen
Citation
Hsing, Tailen, On the intensity of crossings by a shot noise process, Advances in applied probability , 19(3), 1987, pp. 743-745
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
19
Issue
3
Year of publication
1987
Pages
743 - 745
Database
ACNP
SICI code
Abstract
The crossing intensity of a level by a shot noise process with a monotone response is studied, and it is shown that the intensity can be naturally expressed in terms of a marginal probability.