Maximum Level and Hitting Probabilities in Stochastic Fluid...

Methodology and Computing in Applied Probability 2011 / 06 Vol. 13; Iss. 2

Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations

Bruno Sericola, Marie-Ange Remiche
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Volume:
13
Language:
english
Pages:
22
DOI:
10.1007/s11009-009-9149-z
Date:
June, 2011
File:
PDF, 391 KB
english, 2011
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