Gaussian-Markov Processes and a Boundary Value Problem

DOI10.2307/1994410zbMath0153.19901OpenAlexW4238565152MaRDI QIDQ5533900

John A. Beekman

Publication date: 1967

Full work available at URL: https://doi.org/10.2307/1994410

zbMATH Keywords

probability theory

Related Items

Stochastic differential equations for compounded risk reserves ⋮ Distribution of time above a threshold for Markov processes ⋮ Distribution of time above a threshold for semi-Markov jump processes

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