Extended Poisson equation for weakly ergodic Markov processes
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Publication:2849272
DOI10.1090/S0094-9000-2013-00871-0zbMath1278.60098OpenAlexW2067341724MaRDI QIDQ2849272
Alexei M. Kulik, Alexander Yu. Veretennikov
Publication date: 17 September 2013
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00871-0
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (4)
On Poisson equations with a potential in the whole space for “ergodic” generators ⋮ Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation ⋮ Online drift estimation for jump-diffusion processes ⋮ On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
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