Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

Original language	English
Place of Publication	Department of Applied Mathematics and Statistics / University of Copenhagen
Pages	1-35
Publication status	Published - 2006

Cite this

TY - UNPB

T1 - Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

AU - Jacobsen, Martin

AU - Tolver Jensen, Anders

PY - 2006

Y1 - 2006

M3 - Working paper

SP - 1

EP - 35

BT - Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

CY - Department of Applied Mathematics and Statistics / University of Copenhagen

ER -