Author:
D’Auria Bernardo,Kella Offer
Funder
the Spanish Ministry of Education and Science
Israel Science Foundation and the Vigevani Chair in Statistics
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference12 articles.
1. First passage times for Markov additive processes with positive jumps of phase type;Breuer;J. Appl. Probab.,2008
2. First passage of a Markov additive process and generalized Jordan chains;D’Auria;J. Appl. Probab.,2010
3. B. D’Auria, J. Ivanovs, O. Kella, M. Mandjes, Two-sided reflection of Markov-modulated Brownian motion, Stoch. Models, 28 (2) (2012) (in press).
4. Markov Processes. Characterization and Convergence;Ethier,1986
5. Matrix Polynomials;Gohberg,1982
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