Study of dependence for some stochastic processes: symbolic Markov copulae

DOI10.1016/j.spa.2011.11.001zbMath1247.60111MaRDI QIDQ765883

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Andrzej Niewȩgłowski

Publication date: 22 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.11.001

zbMATH Keywords

Markov process; symbol; pseudo-differential operator; Feller process; dependence; Markov consistency; Markov copulae; marginal laws

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

35S05: Pseudodifferential operators as generalizations of partial differential operators

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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