First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637): Difference between revisions
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scientific article
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English | First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type |
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First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (English)
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13 November 2008
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Levy process
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first passage time
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Markov additive process
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reflected process
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