Note on pasting of two Markov processes
Masao Nagasawa (1976)
Séminaire de probabilités de Strasbourg
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Masao Nagasawa (1976)
Séminaire de probabilités de Strasbourg
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Darling, R.W.R., Norris, J.R. (2008)
Probability Surveys [electronic only]
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Roberts, Gareth O., Rosenthal, Jeffrey S. (1996)
Electronic Journal of Probability [electronic only]
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Buckley, F.M., Pollett, P.K. (2010)
Probability Surveys [electronic only]
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Vincent Vigon (2011)
Annales de l'I.H.P. Probabilités et statistiques
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(Homogeneous) Markov bridges are (time homogeneous) Markov chains which begin at a given point and end at a given point. The price to pay for preserving the homogeneity is to work with processes with a random life-span. Bridges are studied both for themselves and for their use in describing the transformations of Markov chains: restriction on a random interval, time reversal, time change, various conditionings comprising the confinement in some part of the state space. These bridges...
Martins, C.M. (1999)
Portugaliae Mathematica
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Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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Fitzsimmons, P.J. (1998)
Electronic Journal of Probability [electronic only]
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Masao Nagasawa (1976)
Séminaire de probabilités de Strasbourg
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