Markov-modulated Brownian motion : the matrix-analytic perspective /
This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. These processes are studied within the Markovian regime-switching framework, which captures dynamic env...
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| Format: | eBook |
| Language: | English |
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Cham :
Springer,
[2026]
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| Series: | Springer series in operations research,
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Purchase on Demand
| Call Number: |
QA274.75 .L37 2026 |
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| Notes: |
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| Call Number | Status | Get It |
| QA274.75 .L37 2026 | Available | |