Pages that link to "Item:Q2567231"

The following pages link to Hitting probabilities and hitting times for stochastic fluid flows (Q2567231):

Displaying 40 items.

• The analysis of cyclic stochastic fluid flows with time-varying transition rates (Q257056) (← links)
• Multi-stage stochastic fluid models for congestion control (Q296794) (← links)
• Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs (Q397234) (← links)
• The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself (Q401456) (← links)
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
• Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515) (← links)
• Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers (Q832076) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Second-order fluid models with general boundary behaviour (Q928203) (← links)
• Performance measures of a multi-layer Markovian fluid model (Q928206) (← links)
• The Erlangization method for Markovian fluid flows (Q928216) (← links)
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (Q1042537) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• Stochastic model for maintenance in continuously deteriorating systems (Q1751945) (← links)
• Stochastic fluid model with jumps: the bounded model (Q2026893) (← links)
• RAP-modulated fluid processes: first passages and the stationary distribution (Q2137759) (← links)
• On the risk of ruin in a SIS type epidemic (Q2152247) (← links)
• A stochastic fluid model for an ad hoc mobile network (Q2269502) (← links)
• Networks of interacting stochastic fluid models with infinite and finite buffers (Q2284390) (← links)
• A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix (Q2292029) (← links)
• A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
• Two-Dimensional Fluid Queues with Temporary Assistance (Q2841727) (← links)
• Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation (Q3295895) (← links)
• Volume and duration of losses in finite buffer fluid queues (Q3449935) (← links)
• HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL (Q3612038) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• On the generalized reward generator for stochastic fluid models: A new equation for <i><b>Ψ</b></i> (Q4603846) (← links)
• Stationary distributions for a class of Markov-modulated tandem fluid queues (Q4603847) (← links)
• A Stochastic Two-Dimensional Fluid Model (Q4929146) (← links)
• Slowing time: Markov-modulated Brownian motions with a sticky boundary (Q4976519) (← links)
• Transient Analysis of Fluid Flow Models via Matrix Decomposition (Q4981884) (← links)
• Concomitants of order statistics from bivariate phase-type distributions with continuous density functions (Q4988560) (← links)
• Ruin problems for epidemic insurance (Q5022271) (← links)
• Matrix-analytic methods for the analysis of stochastic fluid-fluid models (Q5090306) (← links)
• Yaglom limit for stochastic fluid models (Q5156800) (← links)
• A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies (Q5215043) (← links)
• Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
• Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293) (← links)