Pages that link to "Item:Q2897162"
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The following pages link to Occupation Times for Markov-Modulated Brownian Motion (Q2897162):
Displaying 11 items.
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Modelling large timescale and small timescale service variability (Q5919031) (← links)
