Existence of limits of analytic one-parameter semigroups of copulas

MaRDI QIDQ3224186zbMATH OpenFDO

Authors Elwood T. Olsen, William F. Darsow

Publication date 29 March 2012

Full work available at URL http://siba-ese.unisalento.it/index.php/notemat/article/view/11620

zbMATH Keywords

copulaidempotentstar product

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Foundations of probability theory (60A99) General theory of stochastic processes (60G07) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Markov processes (60J99)

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