Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844)

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Markov-Modulated Brownian Motion with Two Reflecting Barriers
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    Markov-Modulated Brownian Motion with Two Reflecting Barriers (English)
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    13 January 2011
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    stationary distribution
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    Markov additive process
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    fluid model
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    finite buffer
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    two-sided reflection
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    inverse local time
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    overflow process
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