Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337)

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Markov-modulated Brownian motion with temporary change of regime at level zero
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    Markov-modulated Brownian motion with temporary change of regime at level zero (English)
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    26 April 2019
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    stochastic processes
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    Markov-modulated Brownian motion
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    stationary distribution
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    matrix analytic methods
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    semi-regenerative processes
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