λ π -invariant measures

Mu-Fa Chen; Daniel W. Stroock

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 205-220

How to cite

top

Chen, Mu-Fa, and Stroock, Daniel W.. "$\lambda _\pi $-invariant measures." Séminaire de probabilités de Strasbourg 17 (1983): 205-220. <http://eudml.org/doc/113440>.

@article{Chen1983,
author = {Chen, Mu-Fa, Stroock, Daniel W.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {invariant measure; transition function},
language = {eng},
pages = {205-220},
publisher = {Springer - Lecture Notes in Mathematics},
title = {$\lambda _\pi $-invariant measures},
url = {http://eudml.org/doc/113440},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Chen, Mu-Fa
AU - Stroock, Daniel W.
TI - $\lambda _\pi $-invariant measures
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 205
EP - 220
LA - eng
KW - invariant measure; transition function
UR - http://eudml.org/doc/113440
ER -

References

top
  1. [1] Chung, K.L.Markov Chains with Stationary Transition Probabilities, Springer-Verlag (1967). Zbl0146.38401MR217872
  2. [2] Derman, C.A solution to a set of fundamental equations in Markov chains, Proc. Amer. Math. Soc.5, (1954), 332-334. Zbl0058.34504MR60757
  3. [3] Derman, C.Some contributions to the theory of denumerable Markov chains, Trans. Amer. Math. Soc.39, (1955), 541-555. Zbl0065.11405MR70883
  4. [4] Dynkin, E.B.Integral representation of excessive measures and excessive functions, Uspehi Mat. Nauk27 (163), (1972), 43-80. Zbl0321.60002MR405602
  5. [5] Dynkin, E.B.Minimal excessive measures and functions, Trans. Amer. Math. Soc.258, (1980), 217-240. Zbl0422.60057MR554330
  6. [6] Fukushima, M. and Stroock D.W.Reversibility of solutions to martingale problems, to appear in Adv. Math. Zbl0613.60066MR875449
  7. [7] Harris, T.E.Transient Markov chains with stationary measures, Proc. Amer. Math. Soc.8, (1957), 937-942. Zbl0087.13501MR91564
  8. [8] Miller, R.G.Stationary equations in continuous time Markov chains, Trans. Amer. Math. Soc.109, (1963), 35-44. Zbl0128.37903MR157401
  9. [9] Stroock D.W.On the spectrum of Markov semigroups and the existence of invariant measures, Functional Analysis in Markov Processes, Proceedings. Edited by M. Fukushima Springer-Verlag, (1981), 287-307. Zbl0484.60059MR661631
  10. [10] Stroock D.W.and Varadhan S.R.S.Multidimensional Diffusion Processes. Springer-Verlag, (1979). Zbl0426.60069MR532498
  11. [11] Veech W.The necessity of Harris' condition for the existence of a statinary measure, Proc. Amer. Math. Soc.14, (1863), 856-860. Zbl0126.33902MR156379

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.