First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
By Lothar Breuer. Journal of Applied Probability, 2008
69 citations recorded by the source corpus.
Subfields: Management Information Systems, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/0a0e2305ae32d8a955279c10dff15b5da6b48a19
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Information Systems
- Zbigniew Palmowski
- Jevgenijs Ivanovs
- Michel Mandjes
- Offer Kella
- Bernardo D'Auria
- Andreas E. Kyprianou
- Lothar Breuer
In Management Science and Operations Research
- Zbigniew Palmowski
- Jevgenijs Ivanovs
- Michel Mandjes
- Offer Kella
- Bernardo D'Auria
- Andreas E. Kyprianou
- Lothar Breuer
- Xiaowen Zhou
In Statistics and Probability
- Jevgenijs Ivanovs
- Michel Mandjes
- Zbigniew Palmowski
- Offer Kella
- Bernardo D'Auria
- Andreas E. Kyprianou
- Xiaowen Zhou
Citations in the corpus
- First Passage of a Markov Additive Process and Generalized Jordan Chains (2010, methodology): “This equation under different assumptions appears in [1], [6], [8], [17], [18], [20], and [21].”
- Occupation densities in solving exit problems for Markov additive processes and their reflections (2011, background): “For discussion concerning Λ and its identification through a certain matrix integral equation see [40, 3, 37, 31, 17, 13, 15, 22].”