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Markov Processes

  • Ernst Eberlein
  • Jan Kallsen
Chapter
Part of the Springer Finance book series (FINANCE)

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.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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