Markov processes related to the stationary measure for the open KPZ equation
Włodek Bryc, Alexey Kuznetsov, Yizao Wang, Jacek Wesołowski
Topics & Concepts
Laplace transformMathematicsMarkov processMeasure (data warehouse)Exponential functionMellin transformMarkov chainStochastic processMathematical analysisStatisticsComputer scienceDatabaseStochastic processes and statistical mechanicsRandom Matrices and ApplicationsStochastic processes and financial applications