Joint densities of hitting times for finite state Markov processes (Q4634119)

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scientific article; zbMATH DE number 7051484
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English
Joint densities of hitting times for finite state Markov processes
scientific article; zbMATH DE number 7051484

    Statements

    title
    Joint densities of hitting times for finite state Markov processes (English)
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    author
    Tomasz R. Bielecki
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    Ali Devin Sezer
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    publication date
    7 May 2019
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.3906/mat-1608-29
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    Mathematics Subject Classification ID
    60J27
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    60G40
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    91G40
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    zbMATH DE Number
    7051484
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    OpenAlex ID
    W2734585807
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    Wikidata QID
    Q130069414
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