A method for studying the integral functionals of stochastic processes with applications: I. Markov chain case

DOI10.2307/3211903zbMath0221.60034OpenAlexW2325524307MaRDI QIDQ5626009

Prem S. Puri

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3211903

Mathematics Subject Classification ID

Stochastic integrals (60H05) Continuous-time Markov processes on discrete state spaces (60J27)

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