Computing multiple integrals involving matrix exponentials
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Cites work
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Cited in
(23)- An expectation maximization algorithm to model failure times by continuous-time Markov chains
- Valuation of mortgage pass-through securities with partial prepayment risk
- Green's function of the problem of bounded solutions in the case of a block triangular coefficient
- An \textit{EM} algorithm for the model fitting of Markovian binary trees
- \(\mathrm{MAP}/\mathrm{M}/c\) and \(\mathrm{M}/\mathrm{PH}/c\) queues with constant impatience times
- A practical method for computing the exponential of a matrix and its integral
- Multivariate self-exciting jump processes with applications to financial data
- Simplified formulas for the mean and variance of linear stochastic differential equations
- Efficient computation of phi-functions in exponential integrators
- The roles of coupling and the deviation matrix in determining the value of capacity in \(\mathrm{M}/\mathrm{M}/1/C\) queues
- Exponential integration for efficient and accurate multibody simulation with stiff viscoelastic contacts
- A higher order local linearization method for solving ordinary differential equations
- Matrix Analysis and Omega Calculus
- Algorithms for perturbative analysis and simulation of quantum dynamics
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
- Calculating a function of a matrix with a real spectrum
- How old is this bird? The age distribution under some phase sampling schemes
- Computation of exponential integrals
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
- Multiple shooting-local linearization method for the identification of dynamical systems
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- scientific article; zbMATH DE number 4216777 (Why is no real title available?)
- Computing high dimensional multiple integrals involving matrix exponentials
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