Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit Problems for Reflected Markov-Modulated Brownian Motion |
scientific article |
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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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