Stochastic modelling with randomized Markov bridges (Q5072627)

From MaRDI portal
scientific article; zbMATH DE number 7516350
Language Label Description Also known as
English
Stochastic modelling with randomized Markov bridges
scientific article; zbMATH DE number 7516350

    Statements

    Stochastic modelling with randomized Markov bridges (English)
    0 references
    0 references
    0 references
    29 April 2022
    0 references
    randomized Markov bridge
    0 references
    hidden random variable
    0 references
    filtering
    0 references
    skew-normal randomized diffusion
    0 references
    commodity pricing
    0 references
    greenhouse gas emission
    0 references
    climate risk management
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references