A coupling technique for stochastic comparison of functions of Markov processes.
Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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M. González, M. Molina, M. Mota (2001)
Extracta Mathematicae
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Raúl Montes-de-Oca, Elena Zaitseva (2014)
Kybernetika
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We offer the quantitative estimation of stability of risk-sensitive cost optimization in the problem of optimal stopping of Markov chain on a Borel space . It is supposed that the transition probability , is approximated by the transition probability , , and that the stopping rule , which is optimal for the process with the transition probability is applied to the process with the transition probability . We give an upper bound (expressed in term of the total variation distance:...
Ganapathy, Murali (2007)
Electronic Journal of Probability [electronic only]
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Anja Voss-Böhme (2011)
Kybernetika
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For general interacting particle systems in the sense of Liggett, it is proven that the class of cylinder functions forms a core for the associated Markov generator. It is argued that this result cannot be concluded by straightforwardly generalizing the standard proof technique that is applied when constructing interacting particle systems from their Markov pregenerators.
Abdelaziz Nasroallah (2004)
Extracta Mathematicae
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Nagahata, Yukio, Yoshida, Nobuo (2010)
Electronic Communications in Probability [electronic only]
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Ryszard Rudnicki (1993)
Annales Polonici Mathematici
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Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that and .
Michael Levin (1995)
Fundamenta Mathematicae
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Let X be a compactum and let be a countable family of pairs of disjoint subsets of X. Then A is said to be essential on Y ⊂ X if for every closed separating and the intersection is not empty. So A is inessential on Y if there exist closed separating and such that does not intersect Y. Properties of inessentiality are studied and applied to prove: Theorem. For every countable family of pairs of disjoint open subsets of a compactum X there exists an open set G ∩ X on...