Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion |
scientific article; zbMATH DE number 7949352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion |
scientific article; zbMATH DE number 7949352 |
Statements
Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (English)
0 references
26 November 2024
0 references
two-dimensional Brownian motion
0 references
two-dimensional Markov modulated fluid flow
0 references
first passage time
0 references
nonsymmetric algebraic Riccati equation
0 references
two-dimensional Markov modulated Brownian motion
0 references
0 references
0 references
0 references
