Stochastic Duality of Markov Processes: A Study Via Generators
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Publication:5746991
DOI10.1080/07362994.2013.827098zbMath1291.60154arXiv1304.1688OpenAlexW2059085441MaRDI QIDQ5746991
Rui Xin Lee, Vassili N. Kolokol'tsov
Publication date: 11 February 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.1688
Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
Related Items (6)
On Möbius duality and coarse-graining ⋮ Pathwise duals of monotone and additive Markov processes ⋮ Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ An application of fractional differential equations to risk theory ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
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