Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535)

From MaRDI portal
Revision as of 18:47, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
scientific article

    Statements

    Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (English)
    0 references
    0 references
    0 references
    0 references
    14 May 2021
    0 references
    time-variant maximal value process
    0 references
    extreme value distribution
    0 references
    Markov process
    0 references
    closed-form solution
    0 references
    probability evolution integral equation
    0 references

    Identifiers