First passage of time-reversible spectrally negative Markov additive processes
Jevgenijs Ivanovs; Michel Mandjes
| Year of publication: |
2010
|
|---|---|
| Authors: | Ivanovs, Jevgenijs ; Mandjes, Michel |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 38.2010, 2, p. 77-81
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003961601