Closed-Form Solutions for the Probability Distribution of Time-Variant Maximal Value Processes for Some Classes of Markov Processes

Meng-Ze Lyu, Jin-Min Wang, Jian-Bing Chen. Closed-Form Solutions for the Probability Distribution of Time-Variant Maximal Value Processes for Some Classes of Markov Processes. Commun. Nonlinear Sci. Numer. Simul., 99:105803, 2021. [doi]

Authors

Meng-Ze Lyu

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Jin-Min Wang

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Jian-Bing Chen

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