Exit problems for reflected Markov-modulated Brownian motion (Q3165488)
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scientific article; zbMATH DE number 6099429
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| English | Exit problems for reflected Markov-modulated Brownian motion |
scientific article; zbMATH DE number 6099429 |
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Exit Problems for Reflected Markov-Modulated Brownian Motion (English)
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29 October 2012
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Markov-modulated Brownian motion
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reflection
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exit problem
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Markov additive process
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0.8243734240531921
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0.8212876319885254
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0.820177435874939
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0.816680908203125
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0.8149397373199463
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