Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov-modulated Brownian motion with temporary change of regime at level zero |
scientific article |
Statements
Markov-modulated Brownian motion with temporary change of regime at level zero (English)
0 references
26 April 2019
0 references
stochastic processes
0 references
Markov-modulated Brownian motion
0 references
stationary distribution
0 references
matrix analytic methods
0 references
semi-regenerative processes
0 references
0 references
0 references