Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104)
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English | Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps |
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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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