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Some characterizations for Brownian motion with Markov switching |
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| Institution: | 1. College of Mathematical Sciences, Tianjin Normal University, Tianjin 300387, PR China;2. Department of Mathematical Sciences, School of Physical Sciences, The University of Liverpool, Liverpool L69 7ZL, UK |
| Abstract: | |
| Keywords: | Density function Mean exit time Maximum distribution Switching Brownian motion |
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