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Matrix factorization identity for almost semi-continuous processes on a Markov chain - MaRDI portal

Matrix factorization identity for almost semi-continuous processes on a Markov chain (Q5430635)

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scientific article; zbMATH DE number 5220350
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Matrix factorization identity for almost semi-continuous processes on a Markov chain
scientific article; zbMATH DE number 5220350

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    16 December 2007
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    matrix factorization identity
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    almost semi-continuous process
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    Markov environment
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    ruin probability
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    math.PR
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