Formulae for Eigenfunctions and Eigenmeasures Associated with a Markov Process

DOI10.1137/1118001zbMath0287.60067OpenAlexW2016003335MaRDI QIDQ4775254

Alexander D. Wentzell

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118001

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40)

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