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서울시립대학교 자연과학대학 통계학과

논문[5]

#5. Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution

2019.12 · Stochastic Models

(DOI) https://doi.org/10.1080/15326349.2019.1704785

#4. Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation

2016.4 · Stochastic Models

(DOI) https://doi.org/10.1080/15326349.2016.1165621