We prove that in Markov process, if initial distribution is absolutely continuous, then joint distribution is absolutely continuous
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
Is there a sufficient condition for continuity of sample paths of a random process? Or, is it at lea...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
We consider a jumping Markov process {Xxt}t≥0. We study the absolute continuity of the law of X x t ...
AbstractThe notion of continuity for continuous-time information sources which was introduced by Pin...
AbstractWe analysed in the companion paper (Stochastic Process. Appl. 38, 1991), the conditions unde...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state spac...
Abstract. This paper gives a simpler proof of theorems characterizing mixtures of processes with sta...
This paper introduces strong bisimulation for continuous-time Markov decision processes (CTMDPs), a ...
AbstractWe prove necessary and sufficient conditions for the transience of the non-zero states in a ...
International audienceFor Markovian economic models, long-run equilibria are typically identified wi...
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
Is there a sufficient condition for continuity of sample paths of a random process? Or, is it at lea...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
We consider a jumping Markov process {Xxt}t≥0. We study the absolute continuity of the law of X x t ...
AbstractThe notion of continuity for continuous-time information sources which was introduced by Pin...
AbstractWe analysed in the companion paper (Stochastic Process. Appl. 38, 1991), the conditions unde...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state spac...
Abstract. This paper gives a simpler proof of theorems characterizing mixtures of processes with sta...
This paper introduces strong bisimulation for continuous-time Markov decision processes (CTMDPs), a ...
AbstractWe prove necessary and sufficient conditions for the transience of the non-zero states in a ...
International audienceFor Markovian economic models, long-run equilibria are typically identified wi...
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
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