Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation |
scientific article |
Statements
Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (English)
0 references
8 August 2016
0 references
bilateral ph-type jump
0 references
first passage time
0 references
Markov-modulated Brownian motion
0 references
Markov-modulated fluid flow
0 references
Riccati equation
0 references
total shift
0 references
0 references
0 references
