A sufficient condition for the existence of an invariant probability measure for Markov processes (2005)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1239/jap/1127322035
- Assunto: CADEIAS DE MARKOV
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Applied Probability
- ISSN: 0021-9002
- Volume/Número/Paginação/Ano: v. 42, n. 3, p. 873-878, September 2005
- Este artigo NÃO possui versão em acesso aberto
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Status: Nenhuma versão em acesso aberto identificada -
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. A sufficient condition for the existence of an invariant probability measure for Markov processes. Journal of Applied Probability, v. 42, n. 3, p. 873-878, 2005Tradução . . Disponível em: https://doi.org/10.1239/jap/1127322035. Acesso em: 15 mar. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2005). A sufficient condition for the existence of an invariant probability measure for Markov processes. Journal of Applied Probability, 42( 3), 873-878. doi:10.1239/jap/1127322035 -
NLM
Costa OL do V, Dufour F. A sufficient condition for the existence of an invariant probability measure for Markov processes [Internet]. Journal of Applied Probability. 2005 ; 42( 3): 873-878.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1239/jap/1127322035 -
Vancouver
Costa OL do V, Dufour F. A sufficient condition for the existence of an invariant probability measure for Markov processes [Internet]. Journal of Applied Probability. 2005 ; 42( 3): 873-878.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1239/jap/1127322035 - Sampled control for mean-variance hedging in a jump diffusion financial market
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