"A unified approach for drawdown (drawup) of time-homogeneous Markov processes."

David Landriault, Bin Li, Hongzhong Zhang (2017)

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DOI: 10.1017/JPR.2017.20

access: closed

type: Journal Article

metadata version: 2020-04-16

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David Landriault, Bin Li, Hongzhong Zhang:
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. J. Appl. Probab. 54(2): 603-626 (2017)

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