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Basic adjoint relation for transient and stationary analysis of some Markov processes

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Publication:1290203
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DOI10.1023/A:1018937103955zbMath0928.60056MaRDI QIDQ1290203

Hong Chen

Publication date: 10 June 1999

Published in: Annals of Operations Research (Search for Journal in Brave)


zbMATH Keywords

diffusion processstationary distributionbasic adjoint relationtransient distributions


Mathematics Subject Classification ID

Diffusion processes (60J60)


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Green's functions with oblique Neumann boundary conditions in the quadrant



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