5 results
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
- Print publication:
- 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
- Print publication:
- 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
- Print publication:
- June 2012
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A quintuple law for Markov additive processes with phase-type jumps
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- Journal:
- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 441-458
- Print publication:
- June 2010
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First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
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- Journal:
- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 779-799
- Print publication:
- September 2008
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