Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation (Q1726890)
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scientific article; zbMATH DE number 7026312
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| English | Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation |
scientific article; zbMATH DE number 7026312 |
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Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation (English)
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20 February 2019
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semi-Markov process
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semi-additive functional
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Itô formula
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expected cumulative discounted value
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measure-valued Poisson equation
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