Rate of strong convergence to Markov-modulated Brownian motion (Q5067208)

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scientific article; zbMATH DE number 7501645
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Rate of strong convergence to Markov-modulated Brownian motion
scientific article; zbMATH DE number 7501645

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    Rate of strong convergence to Markov-modulated Brownian motion (English)
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    1 April 2022
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    stochastic fluid model
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    Markov-modulated Brownian motion
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    strong convergence
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    first passage probability
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