Occupation Times for Markov-Modulated Brownian Motion
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Publication:2897162
DOI10.1239/jap/1339878804zbMath1258.60046MaRDI QIDQ2897162
Publication date: 8 July 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1339878804
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60J55: Local time and additive functionals
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