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A stopping problem in Markov additive processes

Published online by Cambridge University Press:  01 July 2016

E. Arjas
Affiliation:
Helsinki University of Technology
T. P. Speed
Affiliation:
University of Sheffield

Abstract

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Type
Second conference on stochastic processes and applications
Copyright
Copyright © Applied Probability Trust 1973 

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References

Feller, W. (1971) An Introduction to Probability Theory and its Applications. Vol. II, Second Ed. Wiley, New York.Google Scholar