Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation |
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Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (English)
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8 August 2016
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bilateral ph-type jump
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first passage time
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Markov-modulated Brownian motion
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Markov-modulated fluid flow
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Riccati equation
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total shift
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