Cross-estimate and tightness for non-symmetric Markov processes

MaRDI QIDQ3501293zbMATH OpenFDO

Authors Yiwen Jiang

Publication date 3 June 2008

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)

Recommendations

• Cross-estimate for general stationary Markov Processes
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• scientific article; zbMATH DE number 2016703

Cited in

(4)

• Crossing estimates for symmetric Markov processes
• scientific article; zbMATH DE number 2016703 (Why is no real title available?)
• Cross-estimate for quasi-symmetric Markov processes
• Cross-estimate for general stationary Markov Processes

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