Manuel L. Esquível, Nadezhda P. Krasii, Gracinda R. Guerreiro, “Estimation–Calibration of Continuous-Time Non-Homogeneous Markov Chains with Finite State Space”, Mathematics, 12:5 (2024), 668
Xin Guo, Yonghui Huang, “Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces”, Stochastics, 2024, 1
E. A. Feinberg, A. N. Shiryaev, “On forward and backward Kolmogorov equations for purely jump Markov processes and their generalizations”, Theory Probab. Appl., 68:4 (2024), 643–656
Madalina Deaconu, Antoine Lejay, “Probabilistic representations of fragmentation equations”, Probab. Surveys, 20:none (2023)
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 47:2 (2022), 1266–1286
Bertrand Cloez, Josué Corujo, “Uniform in time propagation of chaos for a Moran model”, Stochastic Processes and their Applications, 154 (2022), 251
Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 317 (2022), 587–604
E. A. Feinberg, A. N. Shiryaev, “Kolmogorov's equations for jump Markov processes and their applications to control problems”, Theory Probab. Appl., 66:4 (2022), 582–600
Xin Guo, Yonghui Huang, “Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates”, J. Appl. Probab., 58:2 (2021), 523
Xianping Guo, Junyu Zhang, “Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces”, Discrete Event Dyn Syst, 29:4 (2019), 445