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

MaRDI QIDQ696166zbMATH OpenFDO

Authors Feng-Rung Hu

Publication date 27 October 2003

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

zbMATH Keywords

Markov chainsinvariant measurediffusion processesrecurrencetransience

Mathematics Subject Classification ID

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

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Cited in

(1)

• Intransitive sets of random variables, boundaries with Markov moments

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