Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations

DOI10.1134/S0005117917080057zbMath1377.60069OpenAlexW2749396114MaRDI QIDQ1688367

V. D. Konakov, Anna R. Markova

Publication date: 5 January 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117917080057

zbMATH Keywords

stochastic differential equationMarkov chainsdiffusion processparametrix method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Linear trend exclusion for models defined with stochastic differential and difference equations
• Approximation of Markov semigroups in total variation distance
• LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
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