"Exit Problems for Reflected Markov-Modulated Brownian Motion."

Lothar Breuer (2012)

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DOI: 10.1017/S0021900200009475

access: closed

type: Journal Article

metadata version: 2020-04-16

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Lothar Breuer:
Exit Problems for Reflected Markov-Modulated Brownian Motion. J. Appl. Probab. 49(3): 697-709 (2012)

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