Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844): Difference between revisions

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+Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
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+Stationary distributions for fluid flow models with or without brownian noise
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+Applied Probability and Queues
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+Loss Rates for Lévy Processes with Two Reflecting Barriers
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+Two-Sided Reflection of Markov-Modulated Brownian Motion
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+Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
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+On Maxima and Ladder Processes for a Dense Class of Lévy Process
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+Markov-modulated queueing systems
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+Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
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+Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval
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