On the intensity of crossings by a shot noise process

Tailen Hsing
1987 Advances in Applied Probability  
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.
doi:10.2307/1427416 fatcat:sm4dthjqrfgvtgbzzufrtr2vay