A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion |
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A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (English)
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13 April 2017
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Markov-modulated Brownian motion
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Markov-modulated fluid flow
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weak convergence
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Newton algorithm
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Riccati equation
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