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Большой семинар кафедры теории вероятностей МГУ
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Duality of Markov processes, its generalizations, characterizations and applications V. N. Kolokol'tsevabc a University of Warwick b State University – Higher School of Economics c Saint Petersburg State University |
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Аннотация: We introduce a notion of Papers on the topic: 1) Vassili Kolokoltsov. Stochastic monotonicity and duality for one-dimensional Markov processes. arXiv:1002.4773 (2010). Mathematical Notes 89:5 (2011), 652-660. 2) Vassili Kolokoltsov and RuiXin Lee. Stochastic duality of Markov processes: a study via generators. https://arxiv.org/abs/1304.1688 Stochastic Analysis and Applications 31:6 (2013), 992-1023. 3) Vassili Kolokoltsov. Stochastic monotonicity and duality of |