Joint densities of hitting times for finite state Markov processes (Q4634119): Difference between revisions

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Latest revision as of 13:50, 4 October 2024

scientific article; zbMATH DE number 7051484
Language Label Description Also known as
English
Joint densities of hitting times for finite state Markov processes
scientific article; zbMATH DE number 7051484

    Statements

    Joint densities of hitting times for finite state Markov processes (English)
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    7 May 2019
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    finite state Markov processes
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    simultaneous hitting times
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    densities of singular parts
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    multiple first hitting times
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    generalized multivariate phase-type distributions
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    credit risk modeling
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