The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates
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Publication:5299568
DOI10.1239/jap/1371648951zbMath1270.60078MaRDI QIDQ5299568
Publication date: 26 June 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1371648951
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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Markov-modulated Brownian motions perturbed by catastrophes, Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
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