A unified approach for drawdown (drawup) of time-homogeneous Markov processes.

David Landriault Bin Li Hongzhong Zhang

Published in: J. Appl. Probab. (2017)

Keyphrases

markov processes
markov chain
markov process
stochastic processes
non stationary
random fields
continuous time bayesian networks
machine learning
stochastic process
image processing
image segmentation
image sequences
prior knowledge
probability distribution
random walk
continuous time markov chains