Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337)
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scientific article; zbMATH DE number 7048035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-modulated Brownian motion with temporary change of regime at level zero |
scientific article; zbMATH DE number 7048035 |
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Markov-modulated Brownian motion with temporary change of regime at level zero (English)
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26 April 2019
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stochastic processes
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Markov-modulated Brownian motion
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stationary distribution
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matrix analytic methods
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semi-regenerative processes
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