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Volumn 53, Issue 4, 2001, Pages 421-428

On a piece-wise deterministic Markov process model

Author keywords

First passage time; Fredholm equation; Markov jump processes

Indexed keywords


EID: 18044374266     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00074-8     Document Type: Article
Times cited : (10)

References (14)
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    • Brockwell, P.J.1    Chung, K.L.2
  • 3
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    • On dams with additive inputs and general release rule
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    • (1972) J. Appl. Prob , vol.12 , pp. 212-217
    • Çinlar, E.1    Pinsky, M.2
  • 4
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    • A local time for a storage process
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    • Çinlar, E.1
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    • Limit theorems for the Galton-Watson process with time-independent immigration
    • Foster J.H., Williamson J.A. Limit theorems for the Galton-Watson process with time-independent immigration. Z. Wahrscheinlichkeitstheor. verw. Geb. 20:1971;227-235.
    • (1971) Z. Wahrscheinlichkeitstheor. Verw. Geb. , vol.20 , pp. 227-235
    • Foster, J.H.1    Williamson, J.A.2
  • 8
    • 0017020322 scopus 로고
    • The stationary distribution and first exit probabilities of a storage process with general release rule
    • Harrison J.M., Resnick S.I. The stationary distribution and first exit probabilities of a storage process with general release rule. Math. Oper. Res. 1:1976;347-358.
    • (1976) Math. Oper. Res , vol.1 , pp. 347-358
    • Harrison, J.M.1    Resnick, S.I.2
  • 9
    • 0007341501 scopus 로고
    • The second-order distribution of integrand shot noise
    • Keilson J., Mermin N.D. The second-order distribution of integrand shot noise. IRE Trans. IT. 5:1959;75-77.
    • (1959) IRE Trans. IT , vol.5 , pp. 75-77
    • Keilson, J.1    Mermin, N.D.2
  • 10
    • 0000684659 scopus 로고
    • Stability of Markovian processes II: Continuous-time processes and sampled chains
    • Meyn S.P., Tweedie R.L. Stability of Markovian processes II: continuous-time processes and sampled chains. Adv. in Appl. Prob. 25:1993;487-517.
    • (1993) Adv. in Appl. Prob. , vol.25 , pp. 487-517
    • Meyn, S.P.1    Tweedie, R.L.2
  • 11
    • 0006354423 scopus 로고
    • A probability theory of a dam with continuous release
    • Moran P.A.P. A probability theory of a dam with continuous release. Quart. J. Math. 7:1956;310-317.
    • (1956) Quart. J. Math. , vol.7 , pp. 310-317
    • Moran, P.A.P.1
  • 12
    • 0007204786 scopus 로고
    • On the first exit time of an autoregressive process beyond a level and an application to the change-point problem
    • Novikov A.A. On the first exit time of an autoregressive process beyond a level and an application to the change-point problem. Theoret. Probab. Appl. 35:1990;269-279.
    • (1990) Theoret. Probab. Appl. , vol.35 , pp. 269-279
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  • 13
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    • Limit theorems for the first passage time of autoregression process over a level
    • Novikov A.A., Ehrgashev B.A. Limit theorems for the first passage time of autoregression process over a level. Proc. Steklov Inst. Math. 202:1994;169-186.
    • (1994) Proc. Steklov Inst. Math. , vol.202 , pp. 169-186
    • Novikov, A.A.1    Ehrgashev, B.A.2
  • 14
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    • Ergodic theorems for stress release processes
    • Zheng X. Ergodic theorems for stress release processes. Stochastic Process. Appl. 37:1991;239-258.
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    • Zheng, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.