Pages that link to "Item:Q5753314"
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The following pages link to Some remarks on the duality of continuous time markov chains (Q5753314):
Displaying 38 items.
- Finite horizon semi-Markov decision processes with application to maintenance systems (Q421498) (← links)
- The SIS epidemic model with Markovian switching (Q439294) (← links)
- Full ordering in the Shorrocks mobility sense of the semiring of monotone doubly stochastic matrices (Q550660) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
- Stability in distribution of competitive Lotka-Volterra system with Markovian switching (Q638853) (← links)
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching (Q641637) (← links)
- Dual and Feller-Reuter-Riley transition functions (Q819623) (← links)
- Criteria for Feller transition functions (Q837603) (← links)
- Column continuous transition functions (Q864719) (← links)
- Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions (Q876981) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Continuous-time Markov decision processes with \(n\)th-bias optimality criteria (Q963964) (← links)
- A Landau-Kolmogorov inequality for generators of families of bounded operators (Q990843) (← links)
- Analysis of random walks with an absorbing barrier and chemical rule (Q1006024) (← links)
- Stochastic population dynamics under regime switching. II (Q1022959) (← links)
- Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching (Q1034658) (← links)
- Strong stationary duality for continuous-time Markov chains. I: Theory (Q1185795) (← links)
- Control of the transition probabilities of input rates of a flow in a network (Q1324227) (← links)
- Robust stability and controllability of stochastic differential delay equations with Markovian switching. (Q1428118) (← links)
- Approximations of quasi-stationary distributions for Markov chains. (Q1597068) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Birth-death processes with killing (Q1776348) (← links)
- Birth-death processes and associated polynomials. (Q1874186) (← links)
- Stochastic stabilization of hybrid differential equations (Q1937527) (← links)
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching (Q2270865) (← links)
- \(L^1\)-Poincaré inequality for discrete time Markov chains (Q2348322) (← links)
- Stochastic population dynamics under regime switching (Q2371830) (← links)
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
- General Harris regularity criterion for non-linear Markov branching processes (Q2489811) (← links)
- Approximate solutions of stochastic differential delay equations with Markovian switching (Q2496259) (← links)
- (Q4416490) (← links)
- (Q4885180) (← links)
- COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION (Q5358064) (← links)
- (Q5741260) (← links)
- Applications of Feller-Reuter-Riley transition functions (Q5945101) (← links)
- Strong ergodicity of monotone transition functions (Q5953894) (← links)