Inhomogeneous time change equations for Markov chains and their applications (Q5073876)
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scientific article; zbMATH DE number 7517487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inhomogeneous time change equations for Markov chains and their applications |
scientific article; zbMATH DE number 7517487 |
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Inhomogeneous time change equations for Markov chains and their applications (English)
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4 May 2022
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continuous-time Markov chains
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change of time
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Markov consistency
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regime-switching diffusion
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stochastic volatility
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