Extended Poisson equation for weakly ergodic Markov processes

DOI10.1090/S0094-9000-2013-00871-0MaRDI QIDQ2849272zbMATH OpenOpenAlexFDO

Authors A. Yu. Veretennikov, A. M. Kulik

Publication date 17 September 2013

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2013-00871-0

zbMATH Keywords

Markov processDoob-Meyer decompositionPoisson equationextended generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(7)

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• Online drift estimation for jump-diffusion processes
• On the poisson equation and optimal stopping of ergodic markov processes
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
• On additive and multiplicative (controlled) Poisson equations
• On Poisson equations with a potential in the whole space for ``ergodic generators
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation

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