A Brownian motion with two reflecting barriers and Markov-modulated speed (Q4660550)
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scientific article; zbMATH DE number 2151074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Brownian motion with two reflecting barriers and Markov-modulated speed |
scientific article; zbMATH DE number 2151074 |
Statements
A Brownian motion with two reflecting barriers and Markov-modulated speed (English)
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4 April 2005
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Brownian motion
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Markov modulated
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state-dependent speed
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reflected Brownian motion
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two-sided reflection
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double barrier
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multidimensional martingale
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