scientific article; zbMATH DE number 3763005

zbMATH Open0485.60074MaRDI QIDQ3945341FDOQ3945341

Authors:

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__91_0

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zbMATH Keywords

random time changeWiener-Hopf factorization

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Cited In (12)

• On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
• Solvability and different solutions of the operator equation \(XAX=BX\)
• Low-rank generalized alternating direction implicit iteration method for solving matrix equations
• On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems
• On the solution of algebraic Riccati equations arising in fluid queues
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
• Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory
• Solving Wiener-Hopf problems via an efficient iterative scheme
• Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
• Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

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