First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

Journal of Applied Probability- United Kingdom

doi 10.1239/jap/1222441829

Full Text

Abstract

Available in

Date

Authors

Publisher

Cambridge University Press (CUP)

Related search

The First Passage Problem for Generalized Ornstein-Uhlenbeck Processes With Non-Positive Jumps

Lecture Notes in Mathematics
Number TheoryAlgebra
1985English

Martin Kernels for Markov Processes With Jumps

Potential Analysis
Analysis
2017English

Simple Procedures for Finding Mean First Passage Times in Markov Chains

Asia-Pacific Journal of Operational Research
Management ScienceOperations Research
2007English

Stationary Distributions and Mean First Passage Times of Perturbed Markov Chains

Linear Algebra and Its Applications
Numerical AnalysisAlgebraCombinatoricsNumber TheoryGeometryDiscrete MathematicsTopology
2005English

First Passage Times of Lévy Flights Coexisting With Subdiffusion

Physical Review E
2007English

The Time to Ruin for a Class of Markov Additive Risk Process With Two-Sided Jumps

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2005English

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2008English

Extinction Times in Multitype Markov Branching Processes

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2009English

Extinction Times in Multitype Markov Branching Processes

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy