Markov-modulated Brownian motions perturbed by catastrophes
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Publication:5086482
DOI10.1080/17442508.2019.1624753zbMath1490.60241OpenAlexW2947674278MaRDI QIDQ5086482
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2019.1624753
stationary distributioncatastrophesmatrix analytic methodsMarkov-modulated Brownian motionsemi-regenerative processes
Brownian motion (60J65) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)
Cites Work
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