Conditional Lévy processes

DOI10.1016/S0898-1221(03)90113-1zbMath1045.60043MaRDI QIDQ597346

Erhan Çinlar

Publication date: 6 August 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Lévy processesdistributionsReliabilityMarkov additive processesCox processesEntrance-exitLevel crossings

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

Related Items (2)

Polynomial Jump-Diffusion Models ⋮ Optimal learning with non-Gaussian rewards

Cites Work

• Calcul stochastique et problèmes de martingales
• Markov additive processes. II
• Unnamed Item
• Unnamed Item

This page was built for publication: Conditional Lévy processes