Exit times for a class of piecewise exponential Markov processes with two-sided jumps

28 Citations (Scopus)

Original language	English
Journal	Stochastic Processes and Their Applications
Volume	117
Issue number	9
Pages (from-to)	1330-1356
Number of pages	27
ISSN	0304-4149
DOIs	https://doi.org/10.1016/j.spa.2007.01.005
Publication status	Published - 2007

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@article{cde86fe00f9c11ddbee902004c4f4f50,

title = "Exit times for a class of piecewise exponential Markov processes with two-sided jumps",

author = "Martin Jacobsen and Jensen, {Anders Tolver}",

year = "2007",

doi = "10.1016/j.spa.2007.01.005",

language = "English",

volume = "117",

pages = "1330--1356",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

number = "9",

}

TY - JOUR

T1 - Exit times for a class of piecewise exponential Markov processes with two-sided jumps

AU - Jacobsen, Martin

AU - Jensen, Anders Tolver

PY - 2007

Y1 - 2007

U2 - 10.1016/j.spa.2007.01.005

DO - 10.1016/j.spa.2007.01.005

M3 - Journal article

SN - 0304-4149

VL - 117

SP - 1330

EP - 1356

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 9

ER -