Stochastic systems arising from Markov modulated empirical measures (Q1697658): Difference between revisions

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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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