Additive functionals of Markov processes and stochastic systems

Evgeny B. Dynkin

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Displaying similar documents to “Additive functionals of Markov processes and stochastic systems”

Occupation time sets of supports of continuous additive functionals

Cristina Gzyl, Henryk Gzyl (1979)

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

Similarity:

Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric

Anna Walczuk (2008)

Annales UMCS, Mathematica

Similarity:

We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.