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 |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8880283832550049
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0.8652420043945312
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0.8486321568489075
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0.83645099401474
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0.8354959487915039
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