Markov-modulated Brownian motion with temporary change of regime at level zero
type: Item
instance of: scholarly article
title: Markov-modulated Brownian motion with temporary change of regime at level zero
zbMATH Open document ID: 1411.60120
author: Guy Latouche
author: Matthieu Simon
published in: Methodology and Computing in Applied Probability
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60K15
zbMATH DE Number: 7048035
zbMATH Keywords: stochastic processes
zbMATH Keywords: Markov-modulated Brownian motion
zbMATH Keywords: stationary distribution
zbMATH Keywords: matrix analytic methods
zbMATH Keywords: semi-regenerative processes
MaRDI profile type: Publication
full work available at URL: s11009-017-9602-3
OpenAlex ID: W2767755657
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DOI: 10.1007/S11009-017-9602-3
description: scientific article; zbMATH DE number 7048035