The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
Year of publication: |
2014
|
---|---|
Authors: | Bean, Nigel G. ; O’Reilly, Małgorzata M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 5, p. 1741-1772
|
Publisher: |
Elsevier |
Subject: | Stochastic fluid model | Markov chain | Laplace–Stieltjes transform | Transient analysis | Limiting distribution |
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