Penalization for birth and death processes (Q939126)
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scientific article; zbMATH DE number 5314930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization for birth and death processes |
scientific article; zbMATH DE number 5314930 |
Statements
Penalization for birth and death processes (English)
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21 August 2008
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Birth and death Markov processes
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Penalization
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Sojourn time
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Dynkin's formula
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Random walk
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Brownian motion with drift
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Bessel chain and process
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Change of probability
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