Stochastic systems arising from Markov modulated empirical measures (Q1697658)
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scientific article; zbMATH DE number 6841236
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| default for all languages | No label defined |
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| English | Stochastic systems arising from Markov modulated empirical measures |
scientific article; zbMATH DE number 6841236 |
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Stochastic systems arising from Markov modulated empirical measures (English)
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20 February 2018
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Brownian bridge limit
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empirical measure
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multi-scale modeling
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regime-switching model
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weak convergence
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0.784684419631958
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0.7682873010635376
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0.7652552723884583
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0.7578713297843933
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0.7422481179237366
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