A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875)

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scientific article; zbMATH DE number 6943581
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A unified approach for drawdown (drawup) of time-homogeneous Markov processes
scientific article; zbMATH DE number 6943581

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    A unified approach for drawdown (drawup) of time-homogeneous Markov processes (English)
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    26 September 2018
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    drawdown
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    integral equation
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    reflected process
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    time-homogeneous Markov process
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