Pages that link to "Item:Q3165488"

The following pages link to Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488):

Displaying 10 items.

• A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← 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)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← 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)
• The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568) (← links)