First passage of time-reversible spectrally negative Markov additive processes (Q969502): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Stationary distributions for fluid flow models with or without brownian noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Russian and American put options under exponential phase-type Lévy models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multi-dimensional martingale for Markov additive processes and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5737099 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov additive processes. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of Markov-additive processes with one-sided jumps, with queueing applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the perturbation of analytic matrix functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularities of the matrix exponent of a Markov additive process with one-sided jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Brownian motion with two reflecting barriers and Markov-modulated speed / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on fluctuations of Lévy processes with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526631 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3900799 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-modulated queueing systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of separable Markov-modulated rate models for information-handling systems / rank
 
Normal rank

Latest revision as of 19:58, 2 July 2024

scientific article
Language Label Description Also known as
English
First passage of time-reversible spectrally negative Markov additive processes
scientific article

    Statements

    First passage of time-reversible spectrally negative Markov additive processes (English)
    0 references
    0 references
    0 references
    7 May 2010
    0 references
    0 references
    Markov additive processes
    0 references
    time reversibility
    0 references
    first passage process
    0 references
    Jordan normal form
    0 references
    queueing
    0 references
    0 references