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Article Dans Une Revue Stochastic Processes and their Applications Année : 2018

Bivariate Markov chains converging to Lamperti transform Markov additive processes

Dates et versions

hal-03858866 , version 1 (17-11-2022)

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Bénédicte Haas, Robin Stephenson. Bivariate Markov chains converging to Lamperti transform Markov additive processes. Stochastic Processes and their Applications, 2018, 128 (10), pp.3558-3605. ⟨10.1016/j.spa.2017.11.008⟩. ⟨hal-03858866⟩
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