Factorization representations in the boundary crossing problems for random walks on a Markov chain.
Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 4, p. 833.

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Classification : 60G50, 62E20, 60J10
Mots-clés : Markov-modulated random walk, factorization representations, boundary crossing problems 
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     author = {Lotov, V.I. and Orlova, N.G.},
     title = {Factorization representations in the boundary crossing problems for random walks on a {Markov} chain.},
     journal = {Sibirskij Matematicheskij Zhurnal},
     pages = {833},
     publisher = {mathdoc},
     volume = {46},
     number = {4},
     year = {2005},
     zbl = {1116.60016},
     language = {en},
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Lotov, V.I.; Orlova, N.G. Factorization representations in the boundary crossing problems for random walks on a Markov chain.. Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 4, p. 833. https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_4_53251/