Two Types of RG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals

By Quanlin Li, Jinhua Cao. 2004

59 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/91bb0e6cbd74d90a380cea8669a2d0fc55cf86eb