On a piece-wise deterministic Markov process model

DOI10.1016/S0167-7152(01)00074-8zbMath0993.60071MaRDI QIDQ5952112

Konstantin A. Borovkov, Alexander Novikov

Publication date: 15 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Laplace transform; first passage times; Markov jump processes; Fredholm equation

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G99: Stochastic processes

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