1ST-EXIT TIME PROBLEM FOR TEMPORALLY HOMOGENEOUS MARKOV-PROCESSES

被引:59
作者
TUCKWELL, HC [1 ]
机构
[1] UNIV CHICAGO, CHICAGO, IL 60637 USA
关键词
D O I
10.2307/3212663
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:39 / 48
页数:10
相关论文
共 15 条
[1]  
[Anonymous], [No title captured]
[2]   ON FIRST PASSAGE TIME FOR ONE CLASS OF PROCESSES WITH INDEPENDENT INCREMENTS [J].
BOROVKOV, AA .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02) :331-&
[3]   STUDY OF FIRST PASSAGE TIMES AND THEIR CONTROL [J].
CHUANG, K .
INTERNATIONAL JOURNAL OF CONTROL, 1970, 12 (05) :849-&
[4]   A SYSTEMATIC-APPROACH TO A CLASS OF PROBLEMS IN THE THEORY OF NOISE AND OTHER RANDOM PHENOMENA .1. [J].
DARLING, DA ;
SIEGERT, AJF .
IRE TRANSACTIONS ON INFORMATION THEORY, 1957, 3 (01) :32-38
[5]  
ECCLES JC, 1964, PHYSIOLOGY SYNAPSES
[6]  
Gihman II, 1972, STOCHASTIC DIFFERENT
[7]   ON FIRST PASSAGE TIME ACROSS A GIVEN LEVEL FOR PROCESSES WITH INDEPENDENT INCREMENTS [J].
GUSAK, DV ;
KORALYUK, VS .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1968, 13 (03) :448-&
[8]   FIRST PASSAGE TIME DENSITY FOR HOMOGENEOUS SKIP-FREE WALKS ON CONTINUUM [J].
KEILSON, J .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (03) :1003-&
[9]   MONOSYNAPTIC STOCHASTIC STIMULATION OF CAT SPINAL MOTONEURONS .2. FREQUENCY TRANSFER CHARACTERISTICS OF TONICALLY DISCHARGING MOTONEURONS [J].
REDMAN, SJ ;
LAMPARD, DG ;
ANNAL, P .
JOURNAL OF NEUROPHYSIOLOGY, 1968, 31 (04) :499-&
[10]   ON DISTRIBUTION OF MAXIMUM OF A PROCESS WITH INDEPENDENT INCREMENTS [J].
SHTATLAND, ES .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (03) :483-+