Pages that link to "Item:Q784312"

The following pages link to Approximating exit times of continuous Markov processes (Q784312):

Displaying 9 items.

• The Euler-Maruyama approximation for the absorption time of the CEV diffusion (Q432579) (← links)
• On exit time of stable processes (Q655315) (← links)
• Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
• On exit time from balls of jump-type symmetric Markov processes (Q2266878) (← links)
• On the exit time from open sets of some semi-Markov processes (Q2657906) (← links)
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736) (← links)
• Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals (Q5951307) (← links)