Piecewise linear processes with Poisson‐modulated exponential switching times (Q5240295)
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scientific article; zbMATH DE number 7122142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Piecewise linear processes with Poisson‐modulated exponential switching times |
scientific article; zbMATH DE number 7122142 |
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Piecewise linear processes with Poisson‐modulated exponential switching times (English)
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25 October 2019
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martingale
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piecewise linear process
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Poisson-modulated exponential distribution
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renewal process
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risk neutral measure
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telegraph process
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