Two-sided reflection of Markov-modulated Brownian motion Articles uri icon

publication date

  • May 2012

start page

  • 316

end page

  • 332

issue

  • 2

volume

  • 28

international standard serial number (ISSN)

  • 1532-6349

electronic international standard serial number (EISSN)

  • 1532-4214

abstract

keywords

  • markov additive process; markov-modulated brownian motion; skorohod reflection; two-sided reflection