Moments and distributions of the last exit times for a class of Markov processes

DOI10.1016/j.matcom.2017.12.010OpenAlexW2802846986MaRDI QIDQ1997292

Wei Hu, Quanxin Zhu, Yi Lu

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2017.12.010

zbMATH Keywords

distributionMarkov processmomentlast exit time

Mathematics Subject Classification ID

Markov processes (60Jxx) Applications of dynamical systems (37Nxx) Stochastic systems and control (93Exx) Controllability, observability, and system structure (93Bxx) Mathematical biology in general (92Bxx)

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