Stochastic modelling with randomized Markov bridges
DOI10.1080/17442508.2019.1703988zbMath1490.60094arXiv1411.1214OpenAlexW2755571533MaRDI QIDQ5086618
Publication date: 6 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.1214
filteringcommodity pricinggreenhouse gas emissionclimate risk managementhidden random variablerandomized Markov bridgeskew-normal randomized diffusion
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)
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