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

被引:90
作者
SIEGMUND, D
机构
[1] COLUMBIA UNIV,NEW YORK,NY 10027
[2] STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305
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
收藏
页码:914 / 924
页数:11
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