First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
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Publication:3535637
DOI10.1239/jap/1222441829zbMath1156.60059MaRDI QIDQ3535637
Publication date: 13 November 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1222441829
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60J55: Local time and additive functionals
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