Markov Processes

Ernst Eberlein and Jan Kallsen
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Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 5 in Mathematical Finance, 2019, pp 299-336 from Springer

Abstract: Abstract Most processes in applications are Markov processes or can be viewed as components of multivariate Markov processes. As in discrete time the term Markov refers to a certain lack of memory.

Date: 2019
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DOI: 10.1007/978-3-030-26106-1_5

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