This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller continuity. This paper provides several equivalent definitions of semi-uniform Feller continuity and establishes its preservation under integration. The motivation for this study came from the theory of Markov decision processes with incomplete information, and this paper provides fundamental results useful for this theory.Comment: arXiv admin note: text overlap with arXiv:1903.1162
This research investigates existing relationships between the three apparently unrelated subjects: ...
AbstractIn this paper, we define a probabilistic version of filtration and use it to provide a finit...
In this note we consider a family of nonlinear (conditional) expectations that can be understood as ...
This paper studies weak continuity of nonlinear filters. It is well-known that Borel measurability o...
This paper deals with control of partially observable discrete-time stochastic systems. It introduce...
This paper develops the notion of transition correspondences; the set-valued analog of transition pr...
We consider the class of Markov kernels for which the weak or strong Feller property fails to hold a...
This work is concerned with the study of stochastic processes which are continuous in probability, o...
Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. ...
ABSTRACT. Various equivalent conditions for a semigroup or a resolvent generated by a Markov process...
A Markovian bridge is a probability measure taken from a disintegration of the law of an initial par...
A Markovian bridge is a probability measure taken from a disintegration of the law of an initial par...
Abstract. A Markovian bridge is a probability measure taken from a disintegration of the law of an i...
In this paper, we define a probabilistic version of filtration and use it to provide a finite approx...
INTRINSIC COMPOUND KERNEL ESTIMATES FOR THE TRANSITION PROBABILITY DENSITY OF LÉVY-TYPE...
This research investigates existing relationships between the three apparently unrelated subjects: ...
AbstractIn this paper, we define a probabilistic version of filtration and use it to provide a finit...
In this note we consider a family of nonlinear (conditional) expectations that can be understood as ...
This paper studies weak continuity of nonlinear filters. It is well-known that Borel measurability o...
This paper deals with control of partially observable discrete-time stochastic systems. It introduce...
This paper develops the notion of transition correspondences; the set-valued analog of transition pr...
We consider the class of Markov kernels for which the weak or strong Feller property fails to hold a...
This work is concerned with the study of stochastic processes which are continuous in probability, o...
Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. ...
ABSTRACT. Various equivalent conditions for a semigroup or a resolvent generated by a Markov process...
A Markovian bridge is a probability measure taken from a disintegration of the law of an initial par...
A Markovian bridge is a probability measure taken from a disintegration of the law of an initial par...
Abstract. A Markovian bridge is a probability measure taken from a disintegration of the law of an i...
In this paper, we define a probabilistic version of filtration and use it to provide a finite approx...
INTRINSIC COMPOUND KERNEL ESTIMATES FOR THE TRANSITION PROBABILITY DENSITY OF LÉVY-TYPE...
This research investigates existing relationships between the three apparently unrelated subjects: ...
AbstractIn this paper, we define a probabilistic version of filtration and use it to provide a finit...
In this note we consider a family of nonlinear (conditional) expectations that can be understood as ...