Stationarity of a class of Markov-modulated reflected jump diffusion processes

DOI10.3969/J.ISSN.1001-4268.2017.01.003MaRDI QIDQ5367747zbMATH OpenFDO

Authors Chunmei Jiang

Publication date 20 October 2017

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2017.01.003

zbMATH Keywords

Markov-modulationreflected jump diffusionstationary distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Diffusion processes (60J60)

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Cited in

(9)

• Stationary analysis of certain Markov-modulated reflected random walks in the quarter plane
• Stationary Distributions for Jump Processes with Inert Drift
• Markov-modulated Brownian motion with two reflecting barriers
• The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
• Stationary distributions for jump processes with memory
• A Brownian motion with two reflecting barriers and Markov-modulated speed
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
• A note on stability in distribution of Markov-modulated stochastic differential equations with reflection
• A reflected diffusion process in a regime-switching environment

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