Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution (Q3295898)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution |
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Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution (English)
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3 July 2020
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doubling algorithm
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first passage time distribution
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Markov modulated Brownian motion
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matrix polynomials
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nonsymmetric algebraic Riccati equation
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quadratic convergence
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quadratic matrix equation
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