Pages that link to "Item:Q3067844"
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The following pages link to Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844):
Displaying 19 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations (Q777038) (← links)
- Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models (Q1688934) (← links)
- Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- Fluid approach to two-sided reflected Markov-modulated Brownian motion (Q2352996) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Markov-modulated Brownian motions perturbed by catastrophes (Q5086482) (← links)
- Strong convergence to two-dimensional alternating Brownian motion processes (Q5090308) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
