Markov Processes

  • Ernst Eberlein
  • Jan Kallsen
Part of the Springer Finance book series (FINANCE)


Most processes in applications are Markov processes or can be viewed as components of multivariate Markov processes. As in discrete time the term Markov refers to a certain lack of memory.


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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