Complex Probability and Markov Stochastic Process

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Bijan Bidabad
Behrouz Bidabad

Abstract

This note discusses the existence of "complex probability" in the real world sensible problems. By defining a measure more general than the conventional definition of probability, the transition probability matrix of discrete Markov chain is broken to the periods shorter than a complete step of the transition. In this regard, the complex probability is implied.

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Section

Research Paper/Theoretical Paper/Review Paper/Short Communication Paper

How to Cite

Bidabad, B., & Bidabad, B. (2019). Complex Probability and Markov Stochastic Process. Indian Journal of Finance and Banking, 3(1), 13-22. https://doi.org/10.46281/ijfb.v3i1.290

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