On the smoothness of an invariant measure of a Markov chain with respect to a parameter.

zbMath1053.60079MaRDI QIDQ1432167

Etienne Pardoux, Alexander Yu. Veretennikov

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Transition functions, generators and resolvents (60J35)

Related Items (3)

On Poisson equation and diffusion approximation. II. ⋮ On the Poisson equation and diffusion approximation. III ⋮ On mixing and convergence rates for a family of Markov processes approximating SDEs

This page was built for publication: On the smoothness of an invariant measure of a Markov chain with respect to a parameter.