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The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates.
Lothar Breuer
Published in:
J. Appl. Probab. (2013)
Keyphrases
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poisson process
brownian motion
markov modulated
arrival rate
lead time
inventory level
gaussian process
state dependent
steady state
decision making
prior knowledge
sufficient conditions
differential equations