Cross-estimate and tightness for non-symmetric Markov processes

zbMATH Open1150.60326MaRDI QIDQ3501293FDOQ3501293

Authors: Yiwen Jiang 

Publication date: 3 June 2008

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• scientific article; zbMATH DE number 2016703

zbMATH Keywords

tightnessforward-backward martingale decompositionquasi-symmetriccross-estimate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

• Crossing estimates for symmetric Markov processes
• Title not available (Why is that?)
• Cross-estimate for quasi-symmetric Markov processes
• Cross-estimate for general stationary Markov Processes

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