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For:	Huang G, Jansen HM, Mandjes M, Spreij P, De Turck K. Markov-modulated Ornstein–Uhlenbeck processes. ADV APPL PROBAB 2016;48:235-54. [DOI: 10.1017/apr.2015.15] [Citation(s) in RCA: 15] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]

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Cited by Other Article(s)

Behme A, Sideris A. Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. BERNOULLI 2022. [DOI: 10.3150/21-bej1389] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Ratanov N. Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals. Methodol Comput Appl Probab 2022. [DOI: 10.1007/s11009-022-09956-z] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]

Boxma OJ, Cahen EJ, Koops D, Mandjes M. Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation. Methodol Comput Appl Probab 2019. [DOI: 10.1007/s11009-018-9644-1] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/14/2022]