scholarly journals Extending the Wong-Zakai theorem to reversible Markov processes

2002 ◽  
Vol 4 (3) ◽  
pp. 237-269 ◽  
Author(s):  
R.F. Bass ◽  
B.M. Hambly ◽  
T.J. Lyons

1973 ◽  
Vol 1 (6) ◽  
pp. 1014-1025
Author(s):  
Michael L. Levitan ◽  
Lawrence H. Smolowitz


1992 ◽  
Vol 29 (01) ◽  
pp. 234-238 ◽  
Author(s):  
R. P. Littlejohn

A simple operation is described which inverts Bernoulli multiplication. It is used to define two classes of stationary reversible Markov processes with general marginal distribution. These are compared to the DAR(1) process of Jacobs and Lewis (1978). LJAR(1) is used to model ovulation rate time series.



1989 ◽  
Vol 55 (3-4) ◽  
pp. 787-855 ◽  
Author(s):  
A. De Masi ◽  
P. A. Ferrari ◽  
S. Goldstein ◽  
W. D. Wick


1999 ◽  
Vol 47 (1) ◽  
pp. 125-130 ◽  
Author(s):  
Christos Alexopoulos ◽  
Akram A. El-Tannir ◽  
Richard F. Serfozo




1988 ◽  
Vol 43 (6) ◽  
pp. 157-182 ◽  
Author(s):  
R L Dobrushin ◽  
Yu M Sukhov ◽  
J Fritz


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