Stochastic Convexity and Concavity of Markov Processes.

Haijun Li Moshe Shaked

Published in: Math. Oper. Res. (1994)

Keyphrases

markov processes
stochastic processes
markov chain
markov process
convex hull
random fields
non stationary
probability distribution
stochastic process
continuous time bayesian networks
continuous time markov chains
least squares