Slowing time: Markov-modulated Brownian motions with a sticky boundary
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Publication:4976519
DOI10.1080/15326349.2017.1284000zbMath1370.60138arXiv1508.00922OpenAlexW2963875034MaRDI QIDQ4976519
Publication date: 31 July 2017
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.00922
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
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