A method for studying the integral functional of stochastic processes with applications

DOI10.1007/BF00532850zbMath0226.60085MaRDI QIDQ5633389

Prem S. Puri

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (3)

On the distribution of the state of a process at the moment of a quantal response ⋮ Exact distributions for reward functions on semi-Markov and Markov additive processes ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

Cites Work

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