First passage of a Markov additive process and generalized Jordan chains

Bernardo D'Auria*, Jevgenijs Ivanovs, Offer Kella, Michel Mandjes

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Fingerprint

Dive into the research topics of 'First passage of a Markov additive process and generalized Jordan chains'. Together they form a unique fingerprint.

Keyphrases

Mathematics