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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/73745
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dc.contributor.authorElliott, R.-
dc.contributor.authorVan Der Hoek, J.-
dc.contributor.authorSworder, D.-
dc.date.issued2012-
dc.identifier.citationStochastic Analysis and Applications, 2012; 30(5):827-830-
dc.identifier.issn0736-2994-
dc.identifier.issn1532-9356-
dc.identifier.urihttp://hdl.handle.net/2440/73745-
dc.description.abstractA cost process is associated with a discrete time, finite state Markov chain. Using backward recursion, the distribution of the first time the cost falls below a given level is calculated.-
dc.description.statementofresponsibilityRobert J. Elliott, John van der Hoek and David Sworder-
dc.language.isoen-
dc.publisherMarcel Dekker Inc-
dc.rightsCopyright © Taylor & Francis Group, LLC-
dc.source.urihttp://dx.doi.org/10.1080/07362994.2012.704848-
dc.subjectCost process-
dc.subjecthitting time-
dc.subjectMarkov chain-
dc.titleMarkov chain hitting times-
dc.typeJournal article-
dc.identifier.doi10.1080/07362994.2012.704848-
dc.relation.grantARC-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 4
Mathematical Sciences publications

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