Markov process functionals in finance and insurance

来源 :高校应用数学学报：英文版（B辑） | 被引量 : 0次 | 上传用户：woNO111

【摘要】

：

The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions t

【作者】

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GENG Xian-min LI Liang

【机构】

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CollegeofSci.,Dept.ofAppl.Math.

【出处】

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高校应用数学学报：英文版（B辑）

【发表日期】

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2009年1期

【关键词】

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向量马尔可夫过程金融 POISSON过程保险独立增量统计分析知识产权路径积分 Markov process functional process

【基金项目】

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Supported-by the National Natural Science Foundation of China （10671197）

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The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the followi

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Markov process functionals in finance and insurance

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