A technique for exponential change of measure for Markov processes

Z.B. Palmowski, T. Rolski

Research output: Contribution to journalArticleAcademicpeer-review

65 Citations (Scopus)
272 Downloads (Pure)

Abstract

No abstract.
Original languageEnglish
Pages (from-to)767-785
Number of pages19
JournalBernoulli
Volume8
Issue number6
Publication statusPublished - 2002

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