On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498)
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 7879395
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7879395 |
Statements
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (English)
0 references
10 July 2024
0 references
exponential functional
0 references
generalized Ornstein-Uhlenbeck process
0 references
Lévy process
0 references
Markov additive process
0 references
Markov switching model
0 references
moments
0 references
stationary process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8360256552696228
0 references
0.787087619304657
0 references
0.7418972253799438
0 references
0.736701250076294
0 references
0.7356923222541809
0 references
