Abstract
The problem of first passage times has been studied. Equations of probabilities of first passage times for Markovian stochastic differential systems subject to Wiener and Poisson inputs have been derived. The derivation is based on the theorems of Kac, Darling and Siegertt. A formulation of control problems of first passage times is given.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
