Some characterizations for Brownian motion with Markov switching (Q2060874)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7443268
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some characterizations for Brownian motion with Markov switching |
scientific article; zbMATH DE number 7443268 |
Statements
Some characterizations for Brownian motion with Markov switching (English)
0 references
13 December 2021
0 references
density function
0 references
mean exit time
0 references
maximum distribution
0 references
switching Brownian motion
0 references
0 references
0.89360267
0 references
0.88459665
0 references
0.8773989
0 references
0 references
0.87065876
0 references
0.8694028
0 references
0.86895716
0 references
