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

authors

  • D AURIA, BERNARDO
  • IVANOVS, JEVGENIJS
  • KELLA, OFFER
  • MANDJES, MICHEL

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

keywords

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