The moments of stochastic functionals for Markov chains on general state spaces

zbMATH Open1363.60106MaRDI QIDQ2824939FDOQ2824939

Authors: Shuili Zhang, Xiuqin Bai, Cong Qu 

Publication date: 6 October 2016

Published in: Mathematics in Practice and Theory (Search for Journal in Brave)

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zbMATH Keywords

Markov chainsstochastic functionalminimal nonnegative solutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Cited In (4)

• The moments of stochastic functional of Markov processes on general state space
• Moments for stationary Markov chains with asymptotically zero drift
• The moments of exponential of stochastic functional for Markov chains on general state spaces
• Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals

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