Pages that link to "Item:Q2841728"
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The following pages link to A Fluid Introduction to Brownian Motion and Stochastic Integration (Q2841728):
Displaying 11 items.
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
- An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- 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) (← links)
- The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704) (← links)
- Rate of strong convergence to Markov-modulated Brownian motion (Q5067208) (← links)
- Markov-modulated Brownian motions perturbed by catastrophes (Q5086482) (← links)
- Strong convergence to two-dimensional alternating Brownian motion processes (Q5090308) (← links)
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293) (← links)
