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- W2963202315 abstract "Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deter- ministic processes with phase-type jumps for which the corresponding first-time passage problems may be solved explicitly. Keywords: Jump-diffusion model, Evolution equation, First time pas- sage problem, Matrix exponential distribution, Semi-Markov embedding, Lie systems, Solvable Lie algebra. AMS 2000 subject classification: Primary 60E99, Secondary 60G10, 60G35, 60J75" @default.
- W2963202315 created "2019-07-30" @default.
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- W2963202315 date "2010-01-01" @default.
- W2963202315 modified "2023-10-03" @default.
- W2963202315 title "A Lie Systems Approach for the First Passage-Time of Piecewise Deterministic Processes" @default.
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