You are here: Department of Mathematics » Research » Publications
» Two-sided reflection of Markov-modulated brownian motion
Research
- The Mathematics Group
- The Stochastics Group
- The Science Studies Group
- Research areas
- Research centres
- Publications
- Guests
- PhD presentations
Two-sided reflection of Markov-modulated brownian motion
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Standard
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 newspaper › Journal article › Research › peer-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 -