A Markov process $P = \{x_t\}$ proceeds until a random time $\tau$, where the distribution of $\tau$ given $P$ is exp $(-\phi_t)$ for finite additive functional ...
The study of Dirichlet forms and Markov processes in fractal geometry offers a robust framework for analysing irregular spaces that do not conform to classical Euclidean structures. Dirichlet forms ...
This article empirically compares the Markov-switching and stochastic volatility diffusion models of the short rate. The evidence supports the Markov-switching diffusion model. Estimates of the ...
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