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

MaRDI QIDQ2824939zbMATH OpenFDO

Authors Shuili Zhang, Xiuqin Bai, Cong Qu

Publication date 6 October 2016

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

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)

Recommendations

• The moments of exponential of stochastic functional for Markov chains on general state spaces
• The moments of stochastic functional of Markov processes on general state space
• Moments for stationary Markov chains with asymptotically zero drift
• scientific article; zbMATH DE number 3848351
• scientific article; zbMATH DE number 3973993

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

This page was built for publication: The moments of stochastic functionals for Markov chains on general state spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2824939)