Two-limit problems for almost semicontinuous processes defined on a Markov chain

We consider almost upper-semicontinuous processes defined on a finite Markov chain. The distributions of functionals associated with the exit of these processes from a finite interval are studied. We also consider some modifications of these processes. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 4, pp. 555–565, April, 2007.