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Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps - MaRDI portal

Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104)

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scientific article; zbMATH DE number 6682878
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English
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
scientific article; zbMATH DE number 6682878

    Statements

    Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (English)
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    9 February 2017
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    Markov-modulated Brownian motion
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    Markov-modulated fluid flow
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    two-sided reflection
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    weak convergence
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    Markov renewal process
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    skip-free level crossing
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