Stochastic systems arising from Markov modulated empirical measures (Q1697658): Difference between revisions
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scientific article
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English | Stochastic systems arising from Markov modulated empirical measures |
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Stochastic systems arising from Markov modulated empirical measures (English)
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20 February 2018
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Brownian bridge limit
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empirical measure
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multi-scale modeling
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regime-switching model
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weak convergence
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