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Overshoot functionals for almost semi-continuous processes defined on a Markov chain - MaRDI portal

Overshoot functionals for almost semi-continuous processes defined on a Markov chain (Q5325335)

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scientific article; zbMATH DE number 5592545
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Overshoot functionals for almost semi-continuous processes defined on a Markov chain
scientific article; zbMATH DE number 5592545

    Statements

    author
    É. V. Karnaukh
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    publication date
    8 August 2009
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    zbMATH Keywords
    semicontinuous process
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    over-jump functional
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    Markov chain
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G50
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    60J70
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    60K10
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    60K15
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    zbMATH DE Number
    5592545
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    arXiv ID
    0909.3690
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