Authors: Boyarchenko, Svetlana1 sboyarch@eco.utexas.edu, Levendorskiĭ, Sergei1 leven@eco.utexas.edu
Superior Title: SIAM Journal on Control & Optimization. 2009, Vol. 48 Issue 3, p1353-1376. 24p. 5 Charts.
Subject Terms: *MARKOV processes, *MARKOV operators, *EXCESSIVE measures (Mathematics), *PRICING, *STOCHASTIC processes, *MARKET volatility
Authors: Cavazos-Cadena, R.1 rcavazos@narro.uaaan.mx, Hernández-Hernández, D.2 dher@cimat.mx
Superior Title: Theory of Probability & Its Applications. 2008, Vol. 52 Issue 2, p315-323. 9p.
Subject Terms: *MARKOV processes, *CONTRACTION operators, *LINEAR operators, *GROWTH rate, *APPROXIMATION theory, *STOCHASTIC processes
Authors: Ramachandran, K.
Superior Title: Stochastic Analysis & Applications; Dec2003, Vol. 21 Issue 6, p1369-1389, 21p
Authors: Luigi Accardi
Resource Type: eBook.
Subjects: Probabilities, Markov processes, Quantum theory, Stochastic processes