Occupation Times for Markov-Modulated Brownian Motion

DOI10.1239/jap/1339878804zbMath1258.60046OpenAlexW2030410241MaRDI QIDQ2897162

Lothar Breuer

Publication date: 8 July 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1339878804

zbMATH Keywords

Markov additive processMarkov-modulated Brownian motionoccupation time-scale function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

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