On a piece-wise deterministic Markov process model

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

Alexander Novikov, Konstantin A. Borovkov

Publication date: 15 September 2002

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

zbMATH Keywords

Laplace transformfirst passage timesMarkov jump processesFredholm equation

Mathematics Subject Classification ID

Related Items (6)

On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps ⋮ On level crossings for a general class of piecewise-deterministic Markov processes ⋮ On exit times of Levy-driven Ornstein-Uhlenbeck processes ⋮ Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings ⋮ TCP and iso-stationary transformations ⋮ Characterization of the marginal distributions of Markov processes used in dynamic reliability

Cites Work

• Ergodic theorems for stress release processes
• A local time for a storage process
• Stability of Markovian processes II: continuous-time processes and sampled chains
• On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem
• A PROBABILITY THEORY OF A DAM WITH A CONTINUOUS RELEASE
• Emptiness times of a dam with stable input and general release function
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• A stochastic integral in storage theory
• Limit theorems for the Galton-Watson process with time-dependent immigration
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On a piece-wise deterministic Markov process model