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- W4236038714 abstract "In this paper we determine the distributions of occupation times of a Markov-modulated Brownian motion (MMBM) in separate intervals before a first passage time or an exit from an interval. We derive the distributions in terms of their Laplace transforms, and we also distinguish between occupation times in different phases. For MMBMs with strictly positive variation parameters, we further propose scale functions." @default.
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- W4236038714 date "2012-06-01" @default.
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- W4236038714 title "Occupation Times for Markov-Modulated Brownian Motion" @default.
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- W4236038714 doi "https://doi.org/10.1017/s0021900200009268" @default.
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