Time-inhomogeneous polynomial processes
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Publication:5113867
DOI10.1080/07362994.2019.1703742zbMath1443.60071arXiv1806.03887OpenAlexW2996969007WikidataQ126431745 ScholiaQ126431745MaRDI QIDQ5113867
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Publication date: 18 June 2020
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.03887
seasonalityevolution systemsMagnus seriesaffine processestime-inhomogeneous Markov processespolynomial processes
Continuous-time Markov processes on general state spaces (60J25) Stochastic models in economics (91B70)
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