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
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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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