Exponential functionals of Markov additive processes (Q2184596): Difference between revisions
From MaRDI portal
Set profile property. |
Created claim: Wikidata QID (P12): Q115517697, #quickstatements; #temporary_batch_1711574657256 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q115517697 / rank | |||
Normal rank | |||
Revision as of 23:46, 27 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential functionals of Markov additive processes |
scientific article |
Statements
Exponential functionals of Markov additive processes (English)
0 references
29 May 2020
0 references
exponential functional
0 references
Lévy process
0 references
Markov additive process
0 references
Markov modulated perpetuity
0 references
Markov switching model
0 references
