Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains (Q6101731)
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scientific article; zbMATH DE number 7698989
Language | Label | Description | Also known as |
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English | Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains |
scientific article; zbMATH DE number 7698989 |
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Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains (English)
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20 June 2023
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first hitting time
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occupation time
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Hadamard product
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compensator
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synchronous jumps
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double regime-switching model
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