Extended generators of Markov processes and applications

MaRDI QIDQ5297383zbMATH OpenFDO

Authors Tomasz R. Bielecki, Ewa Frankiewicz

Publication date 18 July 2007

zbMATH Keywords

infinitesimal operatorMarkov processesmartingale problemstochastic control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Weak convergence of Markov processes with extended generators
• On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators
• scientific article; zbMATH DE number 921048
• scientific article; zbMATH DE number 5828929
• Markov processes, semigroups and generators.

Cited in

(8)

• A class of generators of pseudo-Markov chains
• Generator estimation of Markov jump processes
• scientific article; zbMATH DE number 5828929 (Why is no real title available?)
• scientific article; zbMATH DE number 1944329 (Why is no real title available?)
• Generators of Markov Chains
• Generating Functions for Markov Renewal Processes
• A generating function approach to Markov chains undergoing binomial catastrophes
• A stochastic hierarchical model for low grade glioma evolution

This page was built for publication: Extended generators of Markov processes and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5297383)