Browsing Faculty of Business by Subject "Monitored path-dependence"
Now showing items 1-1 of 1
-
Captive jump processes for bounded random systems with discontinuous dynamics
(Elsevier, 2024-01)Stochastic captive jump processes are explicitly constructed in continuous time, whose non-linear dynamics are strictly confined by bounded domains that can be time-dependent. By introducing non-anticipative path-dependency, ...
Share this page