Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-009-9149-z.pdf
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5. Badescu A, Breuer L, da Silva Soares A, Latouche G, Remiche M-A, Stanford D (2005) Risk processes analyzed as fluid queues. Scand Actuar J 2:127–141
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