Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
type: Item
instance of: scholarly article
title: Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
author: Sungchul Hong
author: Soohan Ahn
published in: Journal of the Korean Statistical Society
publication date: 2024-11-26T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7949352
zbMATH Keywords: two-dimensional Brownian motion
zbMATH Keywords: two-dimensional Markov modulated fluid flow
zbMATH Keywords: first passage time
zbMATH Keywords: nonsymmetric algebraic Riccati equation
zbMATH Keywords: two-dimensional Markov modulated Brownian motion
MaRDI profile type: Publication
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DOI: 10.1007/S42952-024-00261-8
description: scientific article; zbMATH DE number 7949352