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Occupation times for Markov-modulated Brownian motion - MaRDI portal

Occupation times for Markov-modulated Brownian motion (Q2897162)

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scientific article; zbMATH DE number 6053729
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English
Occupation times for Markov-modulated Brownian motion
scientific article; zbMATH DE number 6053729

    Statements

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    8 July 2012
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    Markov-modulated Brownian motion
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    occupation time-scale function
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    Markov additive process
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    Occupation times for Markov-modulated Brownian motion (English)
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    Identifiers

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