Conditional Markov chains: properties, construction and structured dependence
DOI10.1016/J.SPA.2016.07.010zbMATH Open1358.60081OpenAlexW2514139331MaRDI QIDQ516008FDOQ516008
Authors: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski 
Publication date: 20 March 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.07.010
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Cited In (8)
- Generalised liouville processes and their properties
- Conditional Markov chains -- construction and properties
- A note on independence copula for conditional Markov chains
- On the finite horizon optimal switching problem with random lag
- The parallel semi-Markov processes in objects group control tasks
- Gaussian conditionally Markov sequences: modeling and characterization
- The controller with installed polling program model for vector control systems
- A dynamic model of central counterparty risk
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