Overshoot functionals for almost semi-continuous processes defined on a Markov chain
Probability
2009-09-22 v1
Abstract
In the article the distributions of overjump functionals for almost semi-continuous processes on a finite irreducible Markov chain are considered.
Keywords
Cite
@article{arxiv.0909.3690,
title = {Overshoot functionals for almost semi-continuous processes defined on a Markov chain},
author = {Ievgen Karnaukh},
journal= {arXiv preprint arXiv:0909.3690},
year = {2009}
}
Comments
8 pages