A method for studying the integral functional of stochastic processes with applications

DOI10.1007/BF00532850MaRDI QIDQ5633389zbMATH OpenFDO

Authors Prem S. Puri

Publication date 1972

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00532850

Mathematics Subject Classification ID

Stochastic integrals (60H05) Continuous-time Markov processes on discrete state spaces (60J27)

Cites work

• A method for studying the integral functionals of stochastic processes with applications: I. Markov chain case
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• scientific article; zbMATH DE number 3297674 (Why is no real title available?)

Cited in

(4)

• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• On the distribution of the state of a process at the moment of a quantal response
• Exact distributions for reward functions on semi-Markov and Markov additive processes
• Computational methods for birth-death processes

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