Toward a stochastic calculus for several Markov processes
type: Item
instance of: scholarly article
title: Toward a stochastic calculus for several Markov processes
zbMATH Open document ID: 0519.60077
DOI: 10.1016/0196-8858(83)90007-6
published in: Advances in Applied Mathematics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J45
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 3822863
zbMATH Keywords: harmonic functions
zbMATH Keywords: Markov random fields
zbMATH Keywords: random time change
zbMATH Keywords: Dirichlet problem
author: Robert J. Vanderbei
MaRDI profile type: Publication
full work available at URL: 0196-8858(83)90007-6
OpenAlex ID: W1970496130
cites work: Q5556844
cites work: Q5342182
cites work: Harmonic functions associated with several Markov processes
cites work: Stochastic Waves
cites work: Q3237805
cites work: Partial differential equations. 3rd ed
cites work: Probability and a Dirichlet problem for multiply superharmonic functions
description: scientific article; zbMATH DE number 3822863