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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| default for all languages | No label defined |
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| English | A unified approach for drawdown (drawup) of time-homogeneous Markov processes |
scientific article; zbMATH DE number 6943581 |
Statements
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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0.822194516658783
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0.8020310401916504
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0.7940419912338257
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0.7874168753623962
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0.7859096527099609
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