Computation of first passage of Markov additive processes (Q6987171)
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scientific article; zbMATH DE number 8036982
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Computation of first passage of Markov additive processes |
scientific article; zbMATH DE number 8036982 |
Statements
Computation of first passage of Markov additive processes (English)
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7 May 2025
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Markov additive process
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integral matrix equations
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\(M\)-matrix algebraic Riccati equations
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structure-preserving doubling algorithms
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