-
2
-
-
0032223023
-
General criteria of integrability of functions of passage-times for nonnegative stochastic processes and their applications
-
S. ASPANDIIAROV AND R. IASNOGORODSKI, General criteria of integrability of functions of passage-times for nonnegative stochastic processes and their applications, Theory Probab. Appl., 43 (1999), pp. 343-369.
-
(1999)
Theory Probab. Appl.
, vol.43
, pp. 343-369
-
-
Aspandiiarov, S.1
Iasnogorodski, R.2
-
3
-
-
0030485949
-
Passage-time moments for non-negative stochastic processes and an application to reflected random walks in a quadrant
-
S. ASPANDIIAROV, R. IASNOGORODSKI, AND M. MENSHIKOV, Passage-time moments for non-negative stochastic processes and an application to reflected random walks in a quadrant, Ann. Probab., 24 (1996), pp. 932-960.
-
(1996)
Ann. Probab.
, vol.24
, pp. 932-960
-
-
Aspandiiarov, S.1
Iasnogorodski, R.2
Menshikov, M.3
-
5
-
-
0003649950
-
-
Sijthoff & Noordhoff, Alphen aan den Rijn, The Netherlands; Rockville, MD
-
R. Z. HASMINSKI, Stochastic Stability of Differential Equations, Sijthoff & Noordhoff, Alphen aan den Rijn, The Netherlands; Rockville, MD, 1980.
-
(1980)
Stochastic Stability of Differential Equations
-
-
Hasminski, R.Z.1
-
7
-
-
0001497564
-
The property of γ-reflexivity for Markov sequences
-
V. V. KALASHNIKOV, The property of γ-reflexivity for Markov sequences, Sov. Math. Dokl., 14 (1973), pp. 1869-1873.
-
(1973)
Sov. Math. Dokl.
, vol.14
, pp. 1869-1873
-
-
Kalashnikov, V.V.1
-
8
-
-
0000939707
-
Criteria for stochastic processes II: Passage-time moments
-
J. LAMPERTI, Criteria for stochastic processes II: Passage-time moments, J. Math. Anal. Appl., 7 (1963), pp. 127-145.
-
(1963)
J. Math. Anal. Appl.
, vol.7
, pp. 127-145
-
-
Lamperti, J.1
-
9
-
-
0000285063
-
Passage-time moments for continuous nonnegative stochastic processes and applications
-
M. MENSHIKOV AND R. J. WILLIAMS, Passage-time moments for continuous nonnegative stochastic processes and applications, Adv. in Appl. Probab., 28 (1996), pp. 747-762.
-
(1996)
Adv. in Appl. Probab.
, vol.28
, pp. 747-762
-
-
Menshikov, M.1
Williams, R.J.2
-
12
-
-
0001934061
-
-
prepublication 98-14, ATP Univ. de Provence, Marseille
-
E. PARDOUX AND A. YU. VERETENNIKOV, On Poisson Equation and Diffusion Approximation, 1, prepublication 98-14, ATP Univ. de Provence, Marseille, 1998.
-
(1998)
On Poisson Equation and Diffusion Approximation
, vol.1
-
-
Pardoux, E.1
Veretennikov, A.Yu.2
-
13
-
-
0030518378
-
Recurrence relations for generalized hitting times for semi-Markov processes
-
D.S. SILVESTROV, Recurrence relations for generalized hitting times for semi-Markov processes, Ann. Appl. Probab., 6 (1996), pp. 617-649.
-
(1996)
Ann. Appl. Probab.
, vol.6
, pp. 617-649
-
-
Silvestrov, D.S.1
-
14
-
-
0001153782
-
Subgeometric rates of convergence of f-ergodic Markov chains
-
P. TUOMINEN AND R. L. TWEEDIE, Subgeometric rates of convergence of f-ergodic Markov chains, Adv. in Appl. Probab., 26 (1994), pp. 775-798.
-
(1994)
Adv. in Appl. Probab.
, vol.26
, pp. 775-798
-
-
Tuominen, P.1
Tweedie, R.L.2
-
15
-
-
0000342149
-
Bounds for the mixing rate in the theory of stochastic equations
-
A. YU. VERETEINNIKOV, Bounds for the mixing rate in the theory of stochastic equations, Theory Probab. Appl., 32 (1988), pp. 273-281.
-
(1988)
Theory Probab. Appl.
, vol.32
, pp. 273-281
-
-
Vereteinnikov, A.Yu.1
-
16
-
-
0031256573
-
On polynomial mixing bounds for stochastic differential equations
-
A. YU. VERETENNIKOV, On polynomial mixing bounds for stochastic differential equations, Stochastic Process. Appl., 70 (1997), pp. 115-127.
-
(1997)
Stochastic Process. Appl.
, vol.70
, pp. 115-127
-
-
Veretennikov, A.Yu.1
|