Rate of strong convergence to Markov-modulated Brownian motion

DOI10.1017/jpr.2021.30zbMath1493.60120arXiv1908.11075OpenAlexW2970946087MaRDI QIDQ5067208

Oscar Peralta, Giang T. Nguyen

Publication date: 1 April 2022

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

Full work available at URL: https://arxiv.org/abs/1908.11075

zbMATH Keywords

strong convergencestochastic fluid modelMarkov-modulated Brownian motionfirst passage probability

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Strong convergence to two-dimensional alternating Brownian motion processes

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