Pages that link to "Item:Q424487"
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The following pages link to Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487):
Displaying 12 items.
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer (Q1587113) (← links)
- Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
- On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process (Q2326226) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- Local martingales with two reflecting barriers (Q2794725) (← links)
- On the dynamics of semimartingales with two reflecting barriers (Q2854074) (← links)
- The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704) (← links)
- Markov-modulated Brownian motions perturbed by catastrophes (Q5086482) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
