Book contents
- Frontmatter
- Contents
- 1 Introduction
- Part One Consistencies
- Part Two Structures
- Part Three Further Developments
- Part Four Applications of Stochastic Structures
- Appendices
- Appendix A Stochastic Analysis: Selected Concepts and Results Used in this Book
- Appendix B Markov Processes and Markov Families
- Appendix C Finite Markov Chains: Auxiliary Technical Framework
- Appendix D Crash Course on Conditional Markov Chains and on Doubly Stochastic Markov Chains
- Appendix E Evolution Systems and Semigroups of Linear Operators
- Appendix F Martingale Problem: Some New Results Needed in this Book
- Appendix G Function Spaces and Pseudo-Differential Operators
- References
- Notation Index
- Subject Index
Appendix D - Crash Course on Conditional Markov Chains and on Doubly Stochastic Markov Chains
from Appendices
Published online by Cambridge University Press: 18 September 2020
Book contents
- Frontmatter
- Contents
- 1 Introduction
- Part One Consistencies
- Part Two Structures
- Part Three Further Developments
- Part Four Applications of Stochastic Structures
- Appendices
- Appendix A Stochastic Analysis: Selected Concepts and Results Used in this Book
- Appendix B Markov Processes and Markov Families
- Appendix C Finite Markov Chains: Auxiliary Technical Framework
- Appendix D Crash Course on Conditional Markov Chains and on Doubly Stochastic Markov Chains
- Appendix E Evolution Systems and Semigroups of Linear Operators
- Appendix F Martingale Problem: Some New Results Needed in this Book
- Appendix G Function Spaces and Pseudo-Differential Operators
- References
- Notation Index
- Subject Index
- Type
- Chapter
- Information
- Structured Dependence between Stochastic Processes , pp. 222 - 245Publisher: Cambridge University PressPrint publication year: 2020