Study of dependence for some stochastic processes: Symbolic Markov copulae
Year of publication: |
2012
|
---|---|
Authors: | Bielecki, Tomasz R. ; Jakubowski, Jacek ; Niewȩgłowski, Mariusz |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 3, p. 930-951
|
Publisher: |
Elsevier |
Subject: | Markov process | Markov consistency | Markov copulae | Dependence | Pseudo-differential operator | Marginal laws |
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