The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Randomized observation periods for the compound Poisson risk model: Dividends / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Applied Probability and Queues / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4888858 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exit Problems for Reflected Markov-Modulated Brownian Motion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On perpetual American put valuation and first-passage in a regime-switching model with jumps / rank | |||
Normal rank | |||
Latest revision as of 13:34, 6 July 2024
scientific article; zbMATH DE number 6181236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates |
scientific article; zbMATH DE number 6181236 |
Statements
The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (English)
0 references
26 June 2013
0 references
Markov-modulated Brownian motion
0 references
local time
0 references
resolvent
0 references
Markov-additive process
0 references
