Geodesic
Boundary problems for a~complex Poisson process
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 3-14

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A new approach to investigation of boundary functionals is proposed. It is based on the following idea: first one constucts and studies the potential and the resolvent of the process and then, with their help, one investigates the boundary functionals. As an example, the distribution of the maximum of a complex Poisson process with delay barrier with positive jumps and negative drift is studied. 
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     author = {V. S. Korolyuk},
     title = {Boundary problems for a~complex {Poisson} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {3--14},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/}
}
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V. S. Korolyuk. Boundary problems for a~complex Poisson process. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 3-14. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/