Two-sided reflection of Markov-modulated Brownian motion

Details

Serval ID
serval:BIB_1733F1D5BB16
Type
Article: article from journal or magazin.
Collection
Publications
Title
Two-sided reflection of Markov-modulated Brownian motion
Journal
Stochastic Models
Author(s)
D'Auria B., Ivanovs J., Kella O., Mandjes M.
Publication state
Published
Issued date
2012
Peer-reviewed
Oui
Volume
28
Number
2
Pages
316-332
Create date
13/02/2014 15:02
Last modification date
20/08/2019 12:47
Usage data