A multi-dimensional martingale for Markov additive processes and its applications (Q4507945)

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scientific article; zbMATH DE number 1515463
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A multi-dimensional martingale for Markov additive processes and its applications
scientific article; zbMATH DE number 1515463

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    A multi-dimensional martingale for Markov additive processes and its applications (English)
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    28 May 2001
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    extension of martingales
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    storage models
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    queues
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    Brownian motion
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    fluid models
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