Exit times for a Discrete Markov Additive Process

Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos (2024) Exit times for a Discrete Markov Additive Process. Journal of Theoretical Probability. ISSN 1572-9230

Metadata

Item Type: Article
Authors/Creators:
  • Palmowski, Zbigniew
  • Ramsden, Lewis (lewis.ramsden@york.ac.uk)
  • Papaioannou, Apostolos
Copyright, Publisher and Additional Information: This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.
Dates:
  • Accepted: 15 February 2024
  • Published (online): 17 March 2024
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 19 Mar 2024 08:50
Last Modified: 26 Mar 2024 00:16
Published Version: https://doi.org/10.1007/s10959-024-01322-8
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1007/s10959-024-01322-8

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Description: Discrete-time-MAddP-(Revision)

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