Displaying similar documents to “On deterministic approximation of Markov processes by ordinary differential equations.”

A Markov property for two parameter Gaussian processes.

David Nualart Rodón, M. Sanz (1979)

Stochastica

Similarity:

This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.

Loop-free Markov chains as determinantal point processes

Alexei Borodin (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.