Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912)

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Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
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    Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (English)
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    17 January 2014
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    multivariate Markov chain
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    compensator of random measure
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    dependence
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    marginal law
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    Markov consistency
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    Markov copulae
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