### EXIT FROM AN INTERVAL BY A DIFFERENCE OF TWO RENEWAL PROCESSES

**VICTOR KADANKOV**

*Theory of Stochastic Processes Vol. 11 (27), no. 3–4, 2005, pp. 92–96*

Integral transforms of the joint distribution of the first exit time from an interval, the value of the overshoot through a boundary, and the value of a linear component at the epoch of the exit are determined for the difference of two renewal processes.

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