Markov-Modulated Brownian Motion with Two Reflecting Barriers

DOI10.1239/jap/1294170517zbMath1213.60127arXiv1003.4107WikidataQ56907287 ScholiaQ56907287MaRDI QIDQ3067844

Jevgenijs Ivanovs

Publication date: 13 January 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4107

zbMATH Keywords

finite buffer; stationary distribution; fluid model; Markov additive process; inverse local time; two-sided reflection; overflow process

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60K37: Processes in random environments

60J55: Local time and additive functionals

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