On Markov chains induced from stock processes having barriers in finance market

zbMATH Open1022.60070MaRDI QIDQ696166FDOQ696166

Authors: Feng-Rung Hu 

Publication date: 27 October 2003

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Markov chainsinvariant measurediffusion processesrecurrencetransience

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cited In (1)

• Intransitive sets of random variables, boundaries with Markov moments

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