Occupation Times for Markov-Modulated Brownian Motion (Q2897162)

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Occupation Times for Markov-Modulated Brownian Motion
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    Occupation Times for Markov-Modulated Brownian Motion (English)
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    8 July 2012
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    Markov-modulated Brownian motion
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    occupation time-scale function
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    Markov additive process
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