EQUIVALENCE OF ABSORBING AND REFLECTING BARRIER PROBLEMS FOR STOCHASTICALLY MONOTONE MARKOV-PROCESSES

被引：88

作者：

SIEGMUND, D

机构：

[1] COLUMBIA UNIV,NEW YORK,NY 10027

[2] STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305

来源：

ANNALS OF PROBABILITY | 1976年 / 4卷 / 06期

关键词：

D O I：

10.1214/aop/1176995936

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

页码：914 / 924

页数：11

共 33 条

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[8] REFLECTING OR STICKY MARKOV-PROCESSES WITH LEVY GENERATORS AS THE LIMIT OF STORAGE PROCESSES
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