Pages that link to "Item:Q969502"
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The following pages link to First passage of time-reversible spectrally negative Markov additive processes (Q969502):
Displaying 6 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
