Joint densities of hitting times for finite state Markov processes (Q4634119): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1265772 |
||
Property / author | |||
Property / author: Monique Jeanblanc-Picqué / rank | |||
Revision as of 22:54, 22 February 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)
0 references
7 May 2019
0 references
finite state Markov processes
0 references
simultaneous hitting times
0 references
densities of singular parts
0 references
multiple first hitting times
0 references
generalized multivariate phase-type distributions
0 references
credit risk modeling
0 references