Simultaneous changes of time scales of the components of a vector Markov process are defined and developed. Measurability properties, Dynkin's lemma, and the strong Markov property are established for the transformed process.random changes of time scales Markov processes
Some statistical properties of a vector autoregressive process with Markov-switching coefficients ar...
Markov switching models are a family of models that introduces time variation in the parameters in t...
AbstractA noncommutative analog of the concept of Markov time is formulated, in association with a c...
AbstractSimultaneous changes of time scales of the components of a vector Markov process are defined...
AbstractAn increasing sequence of random times {Tn, n ⩾ 0} is called a Markov time change if {X(Tn)}...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
Beginning with independent Markov processes, multiparameter Markov vector processes are constructed....
AbstractThe paper redefines Markov processes with a random starting time (MPCA) in a more general wa...
Markov processes are interesting stochastic proceses with a wide range of applications. In this repo...
A straightforward algorithm for the multiple time scale decomposition of singularly perturbed Markov...
In this paper, we shall investigate some potential theory for time change of Markov processes. Under...
Abstract A semi-Markov process is one that changes states in accordance with a Markov chain but take...
This thesis introduces a type of Markov property, called the 'set-Markov' property, that can be defi...
International audienceIn this paper we consider an Ornstein-Uhlenbeck () process (M (t)) t0 whose pa...
A straightforward algorithm for the multiple time scale decomposition of singularly perturbed Markov...
Some statistical properties of a vector autoregressive process with Markov-switching coefficients ar...
Markov switching models are a family of models that introduces time variation in the parameters in t...
AbstractA noncommutative analog of the concept of Markov time is formulated, in association with a c...
AbstractSimultaneous changes of time scales of the components of a vector Markov process are defined...
AbstractAn increasing sequence of random times {Tn, n ⩾ 0} is called a Markov time change if {X(Tn)}...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
Beginning with independent Markov processes, multiparameter Markov vector processes are constructed....
AbstractThe paper redefines Markov processes with a random starting time (MPCA) in a more general wa...
Markov processes are interesting stochastic proceses with a wide range of applications. In this repo...
A straightforward algorithm for the multiple time scale decomposition of singularly perturbed Markov...
In this paper, we shall investigate some potential theory for time change of Markov processes. Under...
Abstract A semi-Markov process is one that changes states in accordance with a Markov chain but take...
This thesis introduces a type of Markov property, called the 'set-Markov' property, that can be defi...
International audienceIn this paper we consider an Ornstein-Uhlenbeck () process (M (t)) t0 whose pa...
A straightforward algorithm for the multiple time scale decomposition of singularly perturbed Markov...
Some statistical properties of a vector autoregressive process with Markov-switching coefficients ar...
Markov switching models are a family of models that introduces time variation in the parameters in t...
AbstractA noncommutative analog of the concept of Markov time is formulated, in association with a c...
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