Exponential functionals of Markov additive processes (Q2184596)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential functionals of Markov additive processes |
scientific article |
Statements
Exponential functionals of Markov additive processes (English)
0 references
29 May 2020
0 references
exponential functional
0 references
Lévy process
0 references
Markov additive process
0 references
Markov modulated perpetuity
0 references
Markov switching model
0 references
0 references
0 references
0 references
0 references
