Exit Problems for Reflected Markov-Modulated Brownian Motion
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Publication:3165488
DOI10.1239/jap/1346955327zbMath1256.60027OpenAlexW2020271689MaRDI QIDQ3165488
Publication date: 29 October 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1346955327
Brownian motion (60J65) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)
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