On the ergodic decomposition for a class of Markov chains (2005)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1016/j.spa.2004.10.002
- Assunto: PROCESSOS DE MARKOV
- Language: Inglês
- Imprenta:
- Source:
- Título: Stochastic Processes and Their Applications
- ISSN: 0304-4149
- Volume/Número/Paginação/Ano: v. 115, n. 3, March 2005, p. 401-415
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. On the ergodic decomposition for a class of Markov chains. Stochastic Processes and Their Applications, v. 115, n. 3, p. 401-415, 2005Tradução . . Disponível em: https://doi.org/10.1016/j.spa.2004.10.002. Acesso em: 16 fev. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2005). On the ergodic decomposition for a class of Markov chains. Stochastic Processes and Their Applications, 115( 3), 401-415. doi:10.1016/j.spa.2004.10.002 -
NLM
Costa OL do V, Dufour F. On the ergodic decomposition for a class of Markov chains [Internet]. Stochastic Processes and Their Applications. 2005 ; 115( 3): 401-415.[citado 2026 fev. 16 ] Available from: https://doi.org/10.1016/j.spa.2004.10.002 -
Vancouver
Costa OL do V, Dufour F. On the ergodic decomposition for a class of Markov chains [Internet]. Stochastic Processes and Their Applications. 2005 ; 115( 3): 401-415.[citado 2026 fev. 16 ] Available from: https://doi.org/10.1016/j.spa.2004.10.002 - Sampled control for mean-variance hedging in a jump diffusion financial market
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Informações sobre o DOI: 10.1016/j.spa.2004.10.002 (Fonte: oaDOI API)
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