Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488)

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Exit Problems for Reflected Markov-Modulated Brownian Motion
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    Exit Problems for Reflected Markov-Modulated Brownian Motion (English)
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    29 October 2012
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    Markov-modulated Brownian motion
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    reflection
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    exit problem
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    Markov additive process
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