Markov-modulated Brownian motion with temporary change of regime at level zero
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Publication:1739337
DOI10.1007/s11009-017-9602-3zbMath1411.60120OpenAlexW2767755657MaRDI QIDQ1739337
Publication date: 26 April 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9602-3
stochastic processesstationary distributionmatrix analytic methodsMarkov-modulated Brownian motionsemi-regenerative processes
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)
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Rate of strong convergence to Markov-modulated Brownian motion, Markov-modulated Brownian motions perturbed by catastrophes, Strong convergence to two-dimensional alternating Brownian motion processes
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