Stochastic modelling with randomized Markov bridges

DOI10.1080/17442508.2019.1703988zbMath1490.60094arXiv1411.1214OpenAlexW2755571533MaRDI QIDQ5086618

Jun Sekine, Andrea Macrina

Publication date: 6 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1214

zbMATH Keywords

filteringcommodity pricinggreenhouse gas emissionclimate risk managementhidden random variablerandomized Markov bridgeskew-normal randomized diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items (1)

From irrevocably modulated filtrations to dynamical equations over random networks

Uses Software

• sn

Cites Work

• Unnamed Item
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