Continuous-time Markov analysis for risk evaluation

DOI10.12988/ijcms.2013.13038zbMath1291.60158OpenAlexW2516291800MaRDI QIDQ5400709

Koichi Suyama, Nobuko Kosugi, Kyoko Kaneoka

Publication date: 12 March 2014

Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/39505864f63e90c02ca1ffe927ce5b16c2466db9

zbMATH Keywords

riskabsorbing statecontinuous-time Markov analysislargescale numerical calculation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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