Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104)
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scientific article; zbMATH DE number 6682878
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| English | Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps |
scientific article; zbMATH DE number 6682878 |
Statements
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (English)
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9 February 2017
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Markov-modulated Brownian motion
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Markov-modulated fluid flow
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two-sided reflection
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weak convergence
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Markov renewal process
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skip-free level crossing
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0.8900157
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0.8711716
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0.8613649
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0.8547754
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0.8545591
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0.84778327
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0.8477403
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0.8463686
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