markov modulation
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scholarly journals Parameter estimation for a discretely observed population process under Markov-modulation

2019 ◽  
Vol 140 ◽  
pp. 88-103 ◽  
Author(s):  
Mathisca de Gunst ◽  
Bartek Knapik ◽  
Michel Mandjes ◽  
Birgit Sollie
Keyword(s):  
Parameter Estimation ◽  
Markov Modulation ◽  
Population Process

scholarly journals Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation

2018 ◽  
Vol 21 (1) ◽  
pp. 125-153
Author(s):  
O. J. Boxma ◽  
E. J. Cahen ◽  
D. Koops ◽  
M. Mandjes
Keyword(s):  
Rare Event ◽  
Rare Event Simulation ◽  
Markov Modulation ◽  
Event Simulation ◽  
Fluid Networks ◽  
Stochastic Fluid

scholarly journals Markov modulation of a two-sided reflected Brownian motion with application to fluid queues

2012 ◽  
Vol 122 (4) ◽  
pp. 1566-1581 ◽  
Author(s):  
Bernardo D’Auria ◽  
Offer Kella
Keyword(s):  
Brownian Motion ◽  
Reflected Brownian Motion ◽  
Markov Modulation ◽  
Fluid Queues

NONLINEAR FINANCIAL MODELS: FINITE MARKOV MODULATION AND ITS LIMITS

2002 ◽  
pp. 159-171
Author(s):  
MOGENS BLADT ◽  
PABLO PADILLA
Keyword(s):  
Financial Models ◽  
Markov Modulation
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