Integration by parts and martingale representation for a Markov Chain

Tak Kuen Siu*

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)
142 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Integration by parts and martingale representation for a Markov Chain'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science