On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498)
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scientific article; zbMATH DE number 7879395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7879395 |
Statements
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (English)
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10 July 2024
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exponential functional
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generalized Ornstein-Uhlenbeck process
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Lévy process
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Markov additive process
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Markov switching model
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moments
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stationary process
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