Pages that link to "Item:Q3186007"
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The following pages link to Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007):
Displaying 4 items.
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293) (← links)
