Markov processes conditioned on their location at large exponential times.

Autor: Evans, Steven N.1 (AUTHOR) evans@stat.berkeley.edu, Hening, Alexandru1,2 (AUTHOR) alexandru.hening@tufts.edu
Zdroj: Stochastic Processes & Their Applications. May2019, Vol. 129 Issue 5, p1622-1658. 37p.
Databáze: Academic Search Ultimate