ANALYSIS OF SHARE PRICES AS MARKOV CHAINS WITH COUNTABLY INFINITE STATES (Q5237612)
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scientific article; zbMATH DE number 7119530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYSIS OF SHARE PRICES AS MARKOV CHAINS WITH COUNTABLY INFINITE STATES |
scientific article; zbMATH DE number 7119530 |
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ANALYSIS OF SHARE PRICES AS MARKOV CHAINS WITH COUNTABLY INFINITE STATES (English)
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18 October 2019
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Markov chain
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transition probability matrix
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long-run probability
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geometrically ergodic
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