Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs
Green's functions for elliptic and parabolic equations with random coefficients.
Grossissement d'une filtration et retournement du temps d'une diffusion
Growth rates and average optimality in risk-sensitive Markov decision chains
In this note we focus attention on characterizations of policies maximizing growth rate of expected utility, along with average of the associated certainty equivalent, in risk-sensitive Markov decision chains with finite state and action spaces. In contrast to the existing literature the problem is handled by methods of stochastic dynamic programming on condition that the transition probabilities are replaced by general nonnegative matrices. Using the block-triangular decomposition of a collection...
Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise.