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

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Exit times for a class of piecewise exponential Markov processes with two-sided jumps. / Jacobsen, Martin; Jensen, Anders Tolver.

In: Stochastic Processes and Their Applications, Vol. 117, No. 9, 2007, p. 1330-1356.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jacobsen, M & Jensen, AT 2007, 'Exit times for a class of piecewise exponential Markov processes with two-sided jumps', Stochastic Processes and Their Applications, vol. 117, no. 9, pp. 1330-1356. https://doi.org/10.1016/j.spa.2007.01.005

APA

Jacobsen, M., & Jensen, A. T. (2007). Exit times for a class of piecewise exponential Markov processes with two-sided jumps. Stochastic Processes and Their Applications, 117(9), 1330-1356. https://doi.org/10.1016/j.spa.2007.01.005

Vancouver

Jacobsen M, Jensen AT. Exit times for a class of piecewise exponential Markov processes with two-sided jumps. Stochastic Processes and Their Applications. 2007;117(9):1330-1356. https://doi.org/10.1016/j.spa.2007.01.005

Author

Jacobsen, Martin ; Jensen, Anders Tolver. / Exit times for a class of piecewise exponential Markov processes with two-sided jumps. In: Stochastic Processes and Their Applications. 2007 ; Vol. 117, No. 9. pp. 1330-1356.

Bibtex

@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",

}

RIS

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

VL - 117

SP - 1330

EP - 1356

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 9

ER -

ID: 3750538