Ephraim, Y.; Mark, B. L. Explicit forward recursive estimators for Markov modulated Markov processes. (English) Zbl 1301.62078 Stoch. Models 28, No. 3, 359-387 (2012). MSC: 62M05 60J27 62L12 PDFBibTeX XMLCite \textit{Y. Ephraim} and \textit{B. L. Mark}, Stoch. Models 28, No. 3, 359--387 (2012; Zbl 1301.62078) Full Text: DOI
Delgado, Rosario On the reflected fractional Brownian motion process on the positive orthant: asymptotics for a maximum with application to queueing networks. (English) Zbl 1208.60050 Stoch. Models 26, No. 2, 272-294 (2010). Reviewer: Peter Kern (Düsseldorf) MSC: 60G70 60G22 60K25 PDFBibTeX XMLCite \textit{R. Delgado}, Stoch. Models 26, No. 2, 272--294 (2010; Zbl 1208.60050) Full Text: DOI