First-passage times and related moments for continuous-time birth–death chains

Author:

Giorno Virginia,Nobile Amelia G.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Reference53 articles.

1. Anderson, W.J.: Continuous-Time Markov Chains. An Applications-Oriented Approach. Springer, New York (1991)

2. Ascione, G., Leonenko, N., Pirozzi, E.: Fractional queues with catastrophes and their transient behaviour. Mathematics 6(9), 159 (2018)

3. Bhattacharya, R.N., Waymire, E.C.: Stochastic Processes with Applications, Classics in Applied Mathematics. SIAM, Philadelphia (2009)

4. Buonocore, A., Caputo, L., Nobile, A.G., Pirozzi, E.: Gauss–Markov processes in the presence of a reflecting boundary and applications in neuronal models. Appl. Math. Comput. 232, 799–809 (2014)

5. Buonocore, A., Caputo, L., D’Onofrio, G., Pirozzi, E.: Closed-form solutions for the first-passage-time problem and neuronal modeling. Ric. Mat. 64(2), 421–439 (2015)

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