Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
type: Item
instance of: scholarly article
title: Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
zbMATH Open document ID: 1407.60118
author: Shanshan Liu
author: Guoxin Liu
author: Xiaoyu Xing
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 7026312
zbMATH Keywords: semi-Markov process
zbMATH Keywords: semi-additive functional
zbMATH Keywords: Itô formula
zbMATH Keywords: expected cumulative discounted value
zbMATH Keywords: measure-valued Poisson equation
MaRDI profile type: Publication
full work available at URL: j.spl.2018.11.004
OpenAlex ID: W2901736810
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DOI: 10.1016/J.SPL.2018.11.004
Wikidata QID: Q128949912
description: scientific article; zbMATH DE number 7026312