scientific article; zbMATH DE number 1536357

MaRDI QIDQ4516573zbMATH OpenFDO

Authors Yuhui Zhang

Publication date 28 November 2000

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• Stochastic domination and Markovian couplings
• Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
• scientific article; zbMATH DE number 1744820
• Faithful couplings of Markov chains: Now equals forever

Cited in

(10)

• Coupling, spectral gap and related topics. I
• One-shot coupling for certain stochastic recursive sequences.
• Coupling for Markovian switching jump-diffusions
• scientific article; zbMATH DE number 1004228 (Why is no real title available?)
• Numerically Optimized Markovian Coupling and Mixing in One‐Dimensional Maps
• Monotone bivariate Markov kernels with specified marginals
• Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
• A Class of Multidimensional Q-Processes
• One Dimensional Martingale Rearrangement Couplings
• The tail behavior of Cox-Ingersoll-Ross processes with state-dependent switching

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516573)