Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes

Dario Bini, Guy Latouche, Beatrice Meini. Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes. SIAM J. Scientific Computing, 44(4):2669, August 2022. [doi]

Abstract

Abstract is missing.