Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870)
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scientific article; zbMATH DE number 7576741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes |
scientific article; zbMATH DE number 7576741 |
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Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (English)
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26 August 2022
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Markov modulation
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Lévy processes
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nonlinear matrix equations
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integral equations
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numerical algorithms
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fixed point iterations
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