Strong convergence to two-dimensional alternating Brownian motion processes-Reference-Cited by-同舟云学术

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Strong convergence to two-dimensional alternating Brownian motion processes

Published:2022-05-09 Issue:3 Volume:38 Page:488-502
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Latouche Guy¹,Nguyen Giang T.²,Peralta Oscar²³

Affiliation:

1. Department of Computer Science, Université Libre de Bruxelles, Brussels, Belgium

2. School of Mathematical Sciences, The University of Adelaide, Adelaide, Australia

3. Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland

Funder

Australian Research Council (ARC) Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/15326349.2022.2066129

Reference33 articles.

1. Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps

2. A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion

3. Stochastic Theory of a Data-Handling System with Multiple Sources

4. Stationary distributions for fluid flow models with or without brownian noise

5. Limit theorems for the zig-zag process

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