Abstract
An anticipation process is a continuous-time Markov process, having an element of deterministic drift in its transition structure. The theory of such processes, developed here from an elementary (Chapman-Kolmogorov) point of view, draws together a number of threads of theoretical and applied probability.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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1. Discussion of Dr Davis's Paper;Journal of the Royal Statistical Society: Series B (Methodological);1984-07