Generalised liouville processes and their properties

DOI10.1017/jpr.2020.61zbMath1457.60117arXiv2003.11312OpenAlexW3106849815MaRDI QIDQ5139919

Levent Ali Mengütürk, Edward Hoyle

Publication date: 11 December 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.11312

zbMATH Keywords

Markov processLévy processLévy bridgemultivariate Liouville distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05)

Related Items (3)

From irrevocably modulated filtrations to dynamical equations over random networks ⋮ On Doob h-transformations for finite-time quantum state reduction ⋮ A family of interacting particle systems pinned to their ensemble average

Cites Work

• Conditional Markov chains: properties, construction and structured dependence
• Lévy random bridges and the modelling of financial information
• Multivariate Liouville distributions
• Multivariate Liouville distributions. III
• Multivariate Liouville distributions. IV
• Archimedean survival processes
• Harnesses, Lévy bridges and Monsieur Jourdain
• The Markov consistency of Archimedean survival processes
• Finite-time stochastic reduction models
• INFORMATION-BASED ASSET PRICING
• Dam rain and cumulative gain
• Stable-1/2 bridges and insurance
• Dequantization of the Dirac monopole
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalised liouville processes and their properties