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Results: 6
Number of items: 6
  • Open Access
    D'Auria, B., Ivanovs, J., Kella, O., & Mandjes, M. (2012). Two-sided reflection of Markov-modulated Brownian motion. Stochastic Models, 28(2), 316-332. https://doi.org/10.1080/15326349.2012.672285
  • Open Access
    Boxma, O., Ivanovs, J., Kosiński, K. M., & Mandjes, M. (2011). Lévy-driven polling systems and continuous-state branching processes. Stochastic Systems, 1(2), 411-436. https://doi.org/10.1214/10-SSY008
  • Open Access
    Ivanovs, J. (2011). One-sided Markov additive processes and related exit problems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Ivanovs, J., & Mandjes, M. (2010). First passage of time-reversible spectrally negative Markov additive processes. Operations Research Letters, 38(2), 77-81. https://doi.org/10.1016/j.orl.2009.10.014
  • Ivanovs, J. (2010). Markov-modulated Brownian motion with two reflecting barriers. Journal of Applied Probability, 47(4), 1034-1047. https://doi.org/10.1239/jap/1294170517
  • Open Access
    Ivanovs, J., Boxma, O., & Mandjes, M. (2010). Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Stochastic Processes and their Applications, 120(9), 1776-1794. https://doi.org/10.1016/j.spa.2010.05.007
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