Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
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Publication:1726890
DOI10.1016/j.spl.2018.11.004zbMath1407.60118OpenAlexW2901736810MaRDI QIDQ1726890
Shanshan Liu, Guoxin Liu, Xiao-yu Xing
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.004
Itô formulasemi-Markov processexpected cumulative discounted valuemeasure-valued Poisson equationsemi-additive functional
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