On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3029964 (Why is no real title available?)
- scientific article; zbMATH DE number 3030315 (Why is no real title available?)
- Stochastic Processes Depending on a Continuous Parameter
- Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
- Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
Cited in
(46)- An N-person non-cooperative discounted vector-valued dynamic game with a metric space
- A review on stochastic differential equations for applications in hydrology
- Regularity of a certain class of Markov processes with a countable number of states
- The regularity of jump processes
- Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
- Continuous-time controlled Markov chains.
- Kolmogorov's equations for jump Markov processes with unbounded jump rates
- Branching random tessellations with interaction: a thermodynamic view
- Balancing queues by mean field interaction
- Continuous Markov processes and stochastic equations
- New discount and average optimality conditions for continuous-time Markov decision processes
- Some Analytical Properties of Continuous Stationary Markov Transition Functions
- Some Differentiation Properties of Markoff Transition Probability Functions
- scientific article; zbMATH DE number 3183349 (Why is no real title available?)
- A class of Markov processes with interactions, II
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
- Markov dynamics on the dual object to the infinite-dimensional unitary group
- Kolmogorov's equations for jump Markov processes and their applications to control problems
- Strong average optimality criterion for continuous-time Markov decision processes
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
- Uniqueness criteria for continuous-time Markov chains with general transition structures
- Die Struktur der Ausscheideordnungen in der Invaliditätsversicherung im Lichte der modernen Mengen- und Wahrscheinlichkeitstheorie
- Stochastic branching processes with continuous state space
- A class of purely discontinuous Markov processes with interactions, I
- A class of purely discontinuous Markov processes with interactions, II
- Systèmes markoviens et stationnaires. Cas dénombrable
- scientific article; zbMATH DE number 3076979 (Why is no real title available?)
- Continuity Properties of Sample Functions of Markov Processes
- New sufficient conditions for average optimality in continuous-time Markov decision processes
- Non-Markovian process with variable memory functions
- The properties of quadratic weighted Markov branching processes with immigration and instantaneous resurrection
- A note on the history of the Poisson process
- Denumerable Markov processes and the associated contraction semigroups on l
- The calculation of the ergodic projection for Markov chains and processes with a countable infinity of states
- Discontinuous Markoff processes
- Markov processes on partitions
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Linear processes in stochastic population dynamics: theory and application to insect development
- Markov branching processes with instantaneous immigration
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Existence, uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Average optimality for continuous-time Markov decision processes in Polish spaces
This page was built for publication: On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5780214)