Criterion on stability for Markov processes applied to a model with jumps
Work
Year: 2013
Type: article
Abstract: We formulate and prove a new criterion for stability of e-processes. In particular we show that any e-process which is averagely bounded and concentrating is asymptotically stable. This general result... more
Source: Semigroup Forum
Institutions Wyoming Department of Education, University of Silesia in Katowice, University of Gdańsk
Cites: 27
Cited by: 8
Related to: 10
FWCI: 0.584
Citation percentile (by year/subfield): 75.08
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $2,890