Exit times for a class of piecewise exponential Markov processes with two-sided jumps

By Martin Jacobsen, Anders T. Jensen. 2007

47 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/8d0adf33932ed7d0e5a389b54865e433763648ee