Penalization for birth and death processes (Q939126): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1007/s10959-007-0123-9 / rank | |||
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Property / cites work: A Discrete Bessel Process and Its Properties / rank | |||
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Latest revision as of 14:14, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Penalization for birth and death processes |
scientific article |
Statements
Penalization for birth and death processes (English)
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21 August 2008
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Birth and death Markov processes
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Penalization
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Sojourn time
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Dynkin's formula
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Random walk
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Brownian motion with drift
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Bessel chain and process
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Change of probability
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