Approximations for time-dependent distributions in Markovian fluid   models
  In this paper we study the distribution of the level at time $\theta$ of Markovian fluid queues and Markovian continuous time random walks, the maximum (and minimum) level over $[0,\theta]$, and their joint distributions. We approximate $\theta$ by a random variable $T$ with Erlang distribution and we use an alternative way, with respect to the usual Laplace transform approach, to compute the distributions. We present probabilistic interpretation of the equations and provide a numerical illustration. 
Sarah Dendievel, Guy Latouche
math.PR