Random potentials for Markov processes

Kondratiev Y, da Silva JL (2022)
Applicable Analysis .

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Autor*in
Kondratiev, YuriUniBi; da Silva, Jose L.
Abstract / Bemerkung
This paper is devoted to the integral functionals integral(infinity)(0) f(X-t) dt of Markov processes in R-d in the case d >= 3. It is established that such functionals can be presented as the integrals integral(Rd) f(y)G(x, dy, omega) with vector valued random measure G(x, dy, omega). Some examples such as compound Poisson processes, Brownian motion and diffusions are considered.
Stichworte
Markov processes; green function; random green measure; compound Poisson; process; Brownian motion
Erscheinungsjahr
2022
Zeitschriftentitel
Applicable Analysis
ISSN
0003-6811
eISSN
1563-504X
Page URI
https://pub.uni-bielefeld.de/record/2964648

Zitieren

Kondratiev Y, da Silva JL. Random potentials for Markov processes. Applicable Analysis . 2022.
Kondratiev, Y., & da Silva, J. L. (2022). Random potentials for Markov processes. Applicable Analysis . https://doi.org/10.1080/00036811.2022.2101453
Kondratiev, Y., and da Silva, J. L. (2022). Random potentials for Markov processes. Applicable Analysis .
Kondratiev, Y., & da Silva, J.L., 2022. Random potentials for Markov processes. Applicable Analysis .
Y. Kondratiev and J.L. da Silva, “Random potentials for Markov processes”, Applicable Analysis , 2022.
Kondratiev, Y., da Silva, J.L.: Random potentials for Markov processes. Applicable Analysis . (2022).
Kondratiev, Yuri, and da Silva, Jose L. “Random potentials for Markov processes”. Applicable Analysis (2022).

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