A multidimensional ruin problem

MaRDI QIDQ2787509zbMATH OpenFDO

Authors S. Ramasubramanian

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Integro-partial differential equations (35R09) PDEs with randomness, stochastic partial differential equations (35R60) Integro-partial differential equations (45K05) Stochastic integral equations (60H20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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