Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361): Difference between revisions
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Revision as of 00:48, 23 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme |
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Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (English)
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6 August 2004
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Increment process
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Stochastic exponential process
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Semimartingale
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Markov
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process
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Weak convergence
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Poisson approximation
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