Kolmogorov's differential equations for non-stationary, countable state Markov processes with uniformly continuous transition probabilities
1973 ◽
Vol 73
(1)
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pp. 119-138
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Keyword(s):
1. SummaryWe shall consider a non-stationary Markov chain on a countable state space E. The transition probabilities {P(s, t), 0 ≤ s ≤ t <t0 ≤ ∞} are assumed to be continuous in (s, t) uniformly in the state i ε E.
1969 ◽
Vol 1
(02)
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pp. 123-187
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Keyword(s):
Keyword(s):
1987 ◽
Vol 24
(02)
◽
pp. 347-354
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Keyword(s):
1998 ◽
Vol 12
(3)
◽
pp. 387-391
Keyword(s):
Integral representations of transition probabilities and serial covariances of certain markov chains
1969 ◽
Vol 6
(03)
◽
pp. 648-659
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1973 ◽
Vol 73
(2)
◽
pp. 355-359
◽
Keyword(s):
Keyword(s):