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Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in app...
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Public Library of Science
2010
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2997071/ https://ncbi.nlm.nih.gov/pubmed/21151931 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0015102 |
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