Approximating exit times of continuous Markov processes
Work
Year: 2020
Type: article
Abstract: The time at which a one-dimensional continuous strong Markov process attains a boundary point of its state space is a discontinuous path functional and it is, therefore, unclear whether the exit time ... more
Authors Thomas Kruse, Mikhail Urusov
Cites:
Cited by: 1
Related to: 10
FWCI: 0.155
Citation percentile (by year/subfield): 32.35
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold