Penalization for birth and death processes (Q939126): Difference between revisions

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Latest revision as of 14:14, 28 June 2024

scientific article
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Penalization for birth and death processes
scientific article

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    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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