搜索结果: 1-2 共查到“Time-Inhomogeneous Markov Processes”相关记录2条 . 查询时间(0.062 秒)
On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup
Markov processes diffusion processes inhomogeneity in time periodicity Lyapunov function
2011/2/25
We consider a time inhomogeneous strong Markov process (ξt)t0 taking values in a Polish state space whose semigroup has a T -periodic structure. After reviewing some conditions which imply ergodicity...
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes
Heat Kernel Interest Rate Models Time-Inhomogeneous Markov Processes
2011/1/4
We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We m...