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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| English | A unified approach for drawdown (drawup) of time-homogeneous Markov processes |
scientific article; zbMATH DE number 6943581 |
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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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