Pages that link to "Item:Q2897162"
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The following pages link to Occupation times for Markov-modulated Brownian motion (Q2897162):
Displaying 18 items.
- Occupation times and Bessel densities (Q1049191) (← links)
- Occupation times for critical branching Brownian motions (Q1068466) (← links)
- Occupation time densities for stable-like processes and other pure jump Markov processes (Q1109425) (← links)
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Statistics of the occupation time for a class of Gaussian Markov processes (Q2716257) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Occupation times of discrete-time fractional Brownian motion (Q4630520) (← links)
- Markov-modulated Brownian motions perturbed by catastrophes (Q5086482) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Modelling large timescale and small timescale service variability (Q5919031) (← links)
