Conditional Lévy processes
type: Item
instance of: scholarly article
title: Conditional Lévy processes
zbMATH Open document ID: 1045.60043
DOI: 10.1016/S0898-1221(03)90113-1
author: Erhan Çinlar
publication date: 2004-08-06T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 2082656
zbMATH Keywords: Lévy processes
zbMATH Keywords: Cox processes
zbMATH Keywords: Markov additive processes
zbMATH Keywords: Entrance-exit
zbMATH Keywords: distributions
zbMATH Keywords: Level crossings
zbMATH Keywords: Reliability
MaRDI profile type: Publication
cites work: Markov additive processes. II
cites work: Q3763361
cites work: Q4143992
cites work: Calcul stochastique et problèmes de martingales
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 2082656