Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
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Publication:1042537
DOI10.1007/s11009-008-9077-3zbMath1184.60027OpenAlexW2035266644WikidataQ58645468 ScholiaQ58645468MaRDI QIDQ1042537
Peter G. Taylor, Nigel G. Bean, Małgorzata M. O'Reilly
Publication date: 14 December 2009
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-008-9077-3
Newton's methodRiccati equationLaplace-Stieltjes transformsMarkovian fluid modelcyclic-reduction algorithmlogarithmic-reduction algorithm
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Uses Software
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