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]

@article{LyuWC21,
  title = {Closed-Form Solutions for the Probability Distribution of Time-Variant Maximal Value Processes for Some Classes of Markov Processes},
  author = {Meng-Ze Lyu and Jin-Min Wang and Jian-Bing Chen},
  year = {2021},
  doi = {10.1016/j.cnsns.2021.105803},
  url = {https://doi.org/10.1016/j.cnsns.2021.105803},
  researchr = {https://researchr.org/publication/LyuWC21},
  cites = {0},
  citedby = {0},
  journal = {Commun. Nonlinear Sci. Numer. Simul.},
  volume = {99},
  pages = {105803},
}