Pages that link to "Item:Q4667999"
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The following pages link to A second-order Markov-modulated fluid queue with linear service rate (Q4667999):
Displaying 10 items.
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- A second-order fluid queue with subordinator input and Markov-modulated linear output (Q844074) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- Moments of a Markov-modulated, irreducible network of fluid queues (Q3410930) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
- A second-order Markov-modulated fluid queue with linear service rate (Q4667999) (← links)
- Transient Analysis of Averaged Queue Length in Markovian Queues (Q5462805) (← links)
