Switch-time distributions and processes

MaRDI QIDQ5212351zbMATH OpenFDO

Authors Pavel Stoynov

Publication date 28 January 2020

Full work available at URL http://www.math.bas.bg/~pliska/Pliska-30/Pliska-30-2019-201-214.pdf

zbMATH Keywords

additive processessimulationswitch-time family distributions and processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

• scientific article; zbMATH DE number 775053
• scientific article; zbMATH DE number 1336702
• Distributions of functionals of diffusions with nonstandard switching
• scientific article; zbMATH DE number 4040956
• On a stochastic process with switchings

Cited in

(1)

• Characteristics of the switch process and geometric divisibility

This page was built for publication: Switch-time distributions and processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5212351)