4 results
Rate of strong convergence to Markov-modulated Brownian motion
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- Journal:
- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
- Published online by Cambridge University Press:
- 18 January 2022, pp. 1-16
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- March 2022
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The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 430-438
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- June 2013
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Exit Problems for Reflected Markov-Modulated Brownian Motion
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 697-709
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- September 2012
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Occupation Times for Markov-Modulated Brownian Motion
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 549-565
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- June 2012
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