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On piecewise linear processes - MaRDI portal

On piecewise linear processes (Q2453922)

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English
On piecewise linear processes
scientific article

    Statements

    title
    On piecewise linear processes (English)
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    publication date
    11 June 2014
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    zbMATH Keywords
    piecewise constant process
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    piecewise linear process
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    Erlang distribution
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    financial modelling
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    martingales
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    author
    Nikita E. Ratanov
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    Identifiers

    Mathematics Subject Classification ID
    60J27
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    60J75
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    60K99
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    zbMATH DE Number
    6303341
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    OpenAlex ID
    W2029975360
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