Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain (Q4997194)
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scientific article; zbMATH DE number 7364091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain |
scientific article; zbMATH DE number 7364091 |
Statements
Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain (English)
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28 June 2021
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Markov chain
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state occupation measure
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stochastic integral
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diffusion limit
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Markov modulation
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regime switching
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