Exponential functionals of Markov additive processes (Q2184596): Difference between revisions
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Revision as of 23:46, 27 March 2024
scientific article
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English | Exponential functionals of Markov additive processes |
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Statements
Exponential functionals of Markov additive processes (English)
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29 May 2020
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exponential functional
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Lévy process
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Markov additive process
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Markov modulated perpetuity
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Markov switching model
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