First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:32, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | First Passage of a Markov Additive Process and Generalized Jordan Chains |
scientific article |
Statements
First Passage of a Markov Additive Process and Generalized Jordan Chains (English)
0 references
13 January 2011
0 references
Lévy process
0 references
fluctuation theory
0 references
Markov additive process
0 references