This article empirically compares the Markov-switching and stochastic volatility diffusion models of the short rate. The evidence supports the Markov-switching diffusion model. Estimates of the ...
The study of Dirichlet forms and Markov processes in fractal geometry offers a robust framework for analysing irregular spaces that do not conform to classical Euclidean structures. Dirichlet forms ...
This is a preview. Log in through your library . Abstract We prove turbulent diffusion theorems for Markovian velocity fields which either are mixing in time or have stationary vector potentials.
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