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]
@article{BiniLM22,
title = {Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes},
author = {Dario Bini and Guy Latouche and Beatrice Meini},
year = {2022},
month = {August},
doi = {10.1137/21m1436543},
url = {https://doi.org/10.1137/21m1436543},
researchr = {https://researchr.org/publication/BiniLM22},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {44},
number = {4},
pages = {2669},
}