Two-sided reflection of Markov-modulated Brownian motion
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Cites work
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- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
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Cited in
(20)- Markov-modulated Brownian motion with temporary change of regime at level zero
- Fluid approach to two-sided reflected Markov-modulated Brownian motion
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation
- A large deviations principle for infinite-server queues in a random environment
- On reflection with two-sided jumps
- Occupation times for Markov-modulated Brownian motion
- Markov-modulated Brownian motion with two reflecting barriers
- First Passage of a Markov Additive Process and Generalized Jordan Chains
- Exit problems for reflected Markov-modulated Brownian motion
- The morphing of fluid queues into Markov-modulated Brownian motion
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
- Occupation densities in solving exit problems for Markov additive processes and their reflections
- 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
- Markov-modulated Brownian motions perturbed by catastrophes
- Strong convergence to two-dimensional alternating Brownian motion processes
- One-sided reflected Brownian motions and the KPZ fixed point
- The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates
- Efficient computation of Wiener-Hopf factorization of Markov-modulated Brownian motion
- Space-grid approximations of hybrid stochastic differential equations and first-passage properties
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