Pages that link to "Item:Q4014076"
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The following pages link to Stability of Markovian processes I: criteria for discrete-time Chains (Q4014076):
Displaying 50 items.
- Inverse problems for ergodicity of Markov chains (Q2235934) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics (Q2240469) (← links)
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables (Q2283567) (← links)
- Stability of piecewise deterministic Markovian metapopulation processes on networks (Q2301487) (← links)
- Delay asymptotics and bounds for multitask parallel jobs (Q2329625) (← links)
- Ergodicity of the zigzag process (Q2330462) (← links)
- Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228) (← links)
- Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching (Q2411389) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- T. E. Harris's contributions to recurrent Markov processes and stochastic flows (Q2431513) (← links)
- On geometric and algebraic transience for discrete-time Markov chains (Q2436793) (← links)
- On the stability of jump-diffusions with Markovian switching (Q2474962) (← links)
- On the ergodic decomposition for a class of Markov chains (Q2485833) (← links)
- The role of noise in finite ensembles of nanomagnetic particles (Q2510372) (← links)
- A Liapounov bound for solutions of the Poisson equation (Q2563941) (← links)
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
- When control and state variations increase uncertainty: modeling and stochastic control in discrete time (Q2662307) (← links)
- Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups (Q2684519) (← links)
- Existence of geometric ergodic periodic measures of stochastic differential equations (Q2699812) (← links)
- A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION (Q2746225) (← links)
- MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY (Q2746229) (← links)
- Weak law of large numbers for some Markov chains along non homogeneous genealogies (Q2786483) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798) (← links)
- Small time central limit theorems for semimartingales with applications (Q2804007) (← links)
- A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371) (← links)
- Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model (Q2954249) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- A sufficient condition for the existence of an invariant probability measure for Markov processes (Q3367757) (← links)
- The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes (Q3402065) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process (Q3621157) (← links)
- Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes (Q4633774) (← links)
- GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL (Q4696580) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (Q4864577) (← links)
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations (Q5150207) (← links)
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces (Q5205386) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- A subgeometric estimate of the stability for time-homogeneous Markov chains (Q5391422) (← links)
- Markov Systems in a General State Space (Q5419651) (← links)
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
- Ergodic properties and ergodic decompositions of continuous-time Markov processes (Q5754687) (← links)
- A Convergent Interacting Particle Method and Computation of KPP Front Speeds in Chaotic Flows (Q5864675) (← links)
- Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains (Q5952060) (← links)