Inhomogeneous random evolutions and their applications

DOI10.1201/9780429457548MaRDI QIDQ5228589zbMATH OpenOpenAlexFDO

Authors Anatoliy Swishchuk

Publication date 12 August 2019

Full work available at URL https://doi.org/10.1201/9780429457548

zbMATH Keywords

hidden Markov processesrandom evolutionsWiener measure

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic processes (60G99) Random operators and equations (aspects of stochastic analysis) (60H25) Actuarial science and mathematical finance (91G99)

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