Poisson Approximation of Increment Processes with Markov Switching (Q5472344)
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scientific article; zbMATH DE number 5031043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson Approximation of Increment Processes with Markov Switching |
scientific article; zbMATH DE number 5031043 |
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Poisson Approximation of Increment Processes with Markov Switching (English)
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9 June 2006
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semimartingale
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Markov process
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weak convergence
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compound Poisson process
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merging scheme
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