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

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langue originale	Anglais
Pages (de - à)	307-328
Nombre de pages	22
journal	Methodology and Computing in Applied Probability
Volume	13
Numéro de publication	2
Les DOIs	https://doi.org/10.1007/s11009-009-9149-z
Etat de la publication	Publié - juin 2011

Accès au document

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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",

}

TY - JOUR

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AU - Sericola, Bruno

AU - Remiche, Marie-Ange

PY - 2011/6

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U2 - 10.1007/s11009-009-9149-z

DO - 10.1007/s11009-009-9149-z

M3 - Article

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EP - 328

JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

IS - 2

ER -