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Two-sided reflection of Markov-modulated brownian motion

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Two-sided reflection of Markov-modulated brownian motion. / D'Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.

In: Stochastic Models, Vol. 28, No. 2, 2012, p. 316-332.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

D'Auria, B, Ivanovs, J, Kella, O & Mandjes, M 2012, 'Two-sided reflection of Markov-modulated brownian motion', Stochastic Models, vol. 28, no. 2, pp. 316-332.

APA

D'Auria, B., Ivanovs, J., Kella, O., & Mandjes, M. (2012). Two-sided reflection of Markov-modulated brownian motion. Stochastic Models, 28(2), 316-332.

CBE

D'Auria B, Ivanovs J, Kella O, Mandjes M. 2012. Two-sided reflection of Markov-modulated brownian motion. Stochastic Models. 28(2):316-332.

MLA

D'Auria, B. et al. "Two-sided reflection of Markov-modulated brownian motion". Stochastic Models. 2012, 28(2). 316-332.

Vancouver

D'Auria B, Ivanovs J, Kella O, Mandjes M. Two-sided reflection of Markov-modulated brownian motion. Stochastic Models. 2012;28(2):316-332.

Author

D'Auria, B. ; Ivanovs, J. ; Kella, O. ; Mandjes, M. / Two-sided reflection of Markov-modulated brownian motion. In: Stochastic Models. 2012 ; Vol. 28, No. 2. pp. 316-332.

Bibtex

@article{843dfb6862d549aa8a34a2858468dd46,
title = "Two-sided reflection of Markov-modulated brownian motion",
author = "B. D'Auria and J. Ivanovs and O. Kella and M. Mandjes",
year = "2012",
language = "Udefineret/Ukendt",
volume = "28",
pages = "316--332",
journal = "Stochastic Models",
issn = "1532-6349",
publisher = "Taylor & Francis Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - Two-sided reflection of Markov-modulated brownian motion

AU - D'Auria, B.

AU - Ivanovs, J.

AU - Kella, O.

AU - Mandjes, M.

PY - 2012

Y1 - 2012

M3 - Tidsskriftartikel

VL - 28

SP - 316

EP - 332

JO - Stochastic Models

JF - Stochastic Models

SN - 1532-6349

IS - 2

ER -