Maximum Level and Hitting Probabilities in Stochastic Fluid Flows using Matrix Differential Riccati Equations

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	307-328
Number of pages	22
Journal	Methodology and Computing in Applied Probability
Volume	13
Issue number	2
DOIs	https://doi.org/10.1007/s11009-009-9149-z
Publication status	Published - Jun 2011

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title = "Maximum Level and Hitting Probabilities in Stochastic Fluid Flows using Matrix Differential Riccati Equations",

author = "Bruno Sericola and Marie-Ange Remiche",

year = "2011",

month = jun,

doi = "10.1007/s11009-009-9149-z",

language = "English",

volume = "13",

pages = "307--328",

journal = "Methodology and Computing in Applied Probability",

publisher = "Springer Netherlands",

number = "2",

}

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AU - Sericola, Bruno

AU - Remiche, Marie-Ange

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U2 - 10.1007/s11009-009-9149-z

DO - 10.1007/s11009-009-9149-z

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JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

IS - 2

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