A bivariate markov process with diffusion and discrete components
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326349408807297
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3. Doob, J. L. 1953. “Stochastic Processes”. New York: Wiley.
4. Gihman, I. I. and Skorohod, A. V. 1975. “The Theory of Stochastic Processes”. Vol. 2, New York: Springer-Verlag.
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