First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941)
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scientific article; zbMATH DE number 7141434
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| English | First passage problems for upwards skip-free random walks via the scale functions paradigm |
scientific article; zbMATH DE number 7141434 |
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First passage problems for upwards skip-free random walks via the scale functions paradigm (English)
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9 December 2019
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skip-free Markovian jump process
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random walk
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scale function
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martingale
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compound binomial risk model
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0.7409813404083252
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0.7407695055007935
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0.7205610871315002
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0.7204094529151917
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0.717991828918457
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