First Passage of a Markov Additive Process and Generalized Jordan Chains

By Bernardo D'Auria, Jevgenijs Ivanovs, Offer Kella, Michel Mandjes. Journal of Applied Probability, 2010

53 citations recorded by the source corpus.

Subfields: Management Information Systems, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/22db8e2505683fc5817e6a683917bf94c535a251

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

1. Jevgenijs Ivanovs
2. Zbigniew Palmowski
3. Andreas E. Kyprianou

In Mathematical Physics

1. Jevgenijs Ivanovs
2. Zbigniew Palmowski
3. Lothar Breuer

In Statistics and Probability

1. Jevgenijs Ivanovs
2. Zbigniew Palmowski
3. Andreas E. Kyprianou
4. Xiaowen Zhou

Citations in the corpus

• 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].”