Penalization for birth and death processes
type: Item
instance of: scholarly article
title: Penalization for birth and death processes
zbMATH Open document ID: 1149.60056
author: Pierre Debs
author: Mihai Gradinaru
published in: Journal of Theoretical Probability
publication date: 2008-08-21T00:00:00Z
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G46
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5314930
zbMATH Keywords: Birth and death Markov processes
zbMATH Keywords: Penalization
zbMATH Keywords: Sojourn time
zbMATH Keywords: Dynkin's formula
zbMATH Keywords: Random walk
zbMATH Keywords: Brownian motion with drift
zbMATH Keywords: Bessel chain and process
zbMATH Keywords: Change of probability
MaRDI profile type: Publication
full work available at URL: s10959-007-0123-9
OpenAlex ID: W2071848896
cites work: Q3241504
cites work: Q4002114
cites work: Q5313290
cites work: Q5480573
cites work: A Discrete Bessel Process and Its Properties
cites work: Markov Chains
cites work: Q5294268
DOI: 10.1007/S10959-007-0123-9
description: scientific article; zbMATH DE number 5314930