Markov-Modulated Brownian Motion with Two Reflecting Barriers

DOI10.1239/jap/1294170517zbMath1213.60127arXiv1003.4107OpenAlexW2100381474WikidataQ56907287 ScholiaQ56907287MaRDI QIDQ3067844

Jevgenijs Ivanovs

Publication date: 13 January 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4107

zbMATH Keywords

finite bufferstationary distributionfluid modelMarkov additive processinverse local timetwo-sided reflectionoverflow process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37) Local time and additive functionals (60J55)

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