A Stochastic Two-Dimensional Fluid Model

DOI10.1080/15326349.2013.750532zbMath1267.60082MaRDI QIDQ4929146

Małgorzata M. O'Reilly, Nigel G. Bean

Publication date: 13 June 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2013.750532

zbMATH Keywords

Markov chain; Riccati equation; coupled model; stochastic fluid model

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G17: Sample path properties

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