This is a preview. Log in through your library . Abstract We consider a Markov additive process (MAP) with phase-type jumps, starting at 0. Given a positive level u, we determine the joint ...
A Markov process $P = \{x_t\}$ proceeds until a random time $\tau$, where the distribution of $\tau$ given $P$ is exp $(-\phi_t)$ for finite additive functional ...
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