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Jaap Storm

20192019
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Diffusion Limit Mathematics
Counting Process Mathematics
Limit Behavior Mathematics
Markov processes Engineering & Materials Science
Martingale Central Limit Theorem Mathematics
Regime Switching Mathematics
Credit Risk Mathematics
Diffusion Approximation Mathematics

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Research Output 2019 2019

DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS

Spreij, P. & Storm, P. J., 30 Jan 2019, In : Probability in the Engineering and Informational Sciences. 23 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Diffusion Limit
Counting Process
Limit Behavior
Markov processes
Martingale Central Limit Theorem