Multivariate Markov families of copulas (Q906347)

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Multivariate Markov families of copulas
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    title
    Multivariate Markov families of copulas (English)
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    author
    Wolfgang M. Schmidt
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    Ludger Overbeck
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    publication date
    21 January 2016
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    Mathematics Subject Classification ID
    60J05
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    60J25
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    60G07
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    zbMATH DE Number
    6534019
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    zbMATH Keywords
    Markov processes
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    copulas
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    Chapman-Kolmogorov equation
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