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On a non-homogeneous difference equation from probability theory

Tatra Mountains Mathematical Publications
Volume 43 (2009): Issue 1 (August 2009)
By:
Open Access
|Nov 2012

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DOI: https://doi.org/10.2478/v10127-009-0027-4 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
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Language: English
Page range: 81 - 90
Published on: Nov 12, 2012
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 times per year
Keywords:
Markov chain,
ruin problem,
Ornstein-Uhlenbeck process,
non-constant coefficients,
hypergeometric function,
reducible equation
Related subjects:
Mathematics,
General mathematics

© 2012 Jean-Luc Guilbault, Mario Lefebvre, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons License.

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