2012
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes
Publication
Publication
Stochastic Systems , Volume 2 p. 1- 48
Additional Metadata | |
---|---|
, | |
INFORMS Applied Probability Society | |
Stochastic Systems | |
Organisation | Stochastics |
Miyazawa, M., & Zwart, B. (2012). Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. Stochastic Systems, 2, 1–48. |