Generation of some important classes of stochastic processes

MaRDI QIDQ3161010zbMATH OpenFDO

Authors Antonio Niucă

Publication date 11 October 2010

zbMATH Keywords

convolution semigroup of probability measuresMarkov processMarkovian semigroup of kernelsprojective system of probability measuresstochastic process

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25)

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• A survey on computer generation of some classes of stochastic processes
• scientific article; zbMATH DE number 4032729 (Why is no real title available?)

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