The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568)

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scientific article; zbMATH DE number 6181236
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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)
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    26 June 2013
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    Markov-modulated Brownian motion
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    local time
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    resolvent
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    Markov-additive process
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