Title

Markov Operators And N-Copulas

Keywords

Conditional expectation; Copula; Markov operator

Abstract

We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied. © Instytut Matematyczny PAN.

Publication Date

12-1-2009

Publication Title

Annales Polonici Mathematici

Volume

96

Issue

1

Number of Pages

75-95

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.4064/ap96-1-7

Socpus ID

79961030774 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/79961030774

This document is currently not available here.

Share

COinS