Martin Kernels for Markov Processes With Jumps

Potential Analysis- Netherlands

doi 10.1007/s11118-017-9616-z

Full Text

Abstract

Available in

Categories

Analysis

Date

Authors

Publisher

Springer Science and Business Media LLC

Related search

First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2008English

Numerical Method for a Markov-Modulated Risk Model With Two-Sided Jumps

Abstract and Applied Analysis
Applied MathematicsAnalysis
2012English

Nonparametric Inference for Markov Processes With Missing Absorbing State

Statistica Sinica
UncertaintyStatisticsProbability
2019English

Kernels and Point Processes Associated With Whittaker Functions

Journal of Mathematical Physics
Nonlinear PhysicsMathematical PhysicsStatistical
2016English

Duality and Intertwining for Discrete Markov Kernels: Relations and Examples

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2011English

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2008English

ETAQA Solutions for Infinite Markov Processes With Repetitive Structure

INFORMS Journal on Computing
Management ScienceComputer Science ApplicationsInformation SystemsOperations ResearchSoftware
2007English

Learning Algorithms for Markov Decision Processes With Average Cost

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2001English

Operational Markov Condition for Quantum Processes

Physical Review Letters
AstronomyPhysics
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy