First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637)
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scientific article; zbMATH DE number 5365532
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| default for all languages | No label defined |
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| English | First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type |
scientific article; zbMATH DE number 5365532 |
Statements
First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (English)
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13 November 2008
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Levy process
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first passage time
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Markov additive process
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reflected process
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0.8494069576263428
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0.8109853267669678
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0.8103895783424377
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0.8044860363006592
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0.7873247861862183
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