20 citations to https://www.mathnet.ru/eng/jmaa4
  1. 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  crossref
  2. 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  mathnet  mathnet  crossref  crossref  scopus
  3. Madalina Deaconu, Antoine Lejay, “Probabilistic representations of fragmentation equations”, Probab. Surveys, 20:none (2023)  crossref
  4. 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  mathnet  crossref  isi
  5. Bertrand Cloez, Josué Corujo, “Uniform in time propagation of chaos for a Moran model”, Stochastic Processes and their Applications, 154 (2022), 251  crossref
  6. 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  mathnet  crossref  isi  scopus
  7. 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  mathnet  mathnet  crossref  crossref  scopus
  8. 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  crossref
  9. 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  crossref
  10. Yi Zhang, “On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes”, J Theor Probab, 31:3 (2018), 1322  crossref
1
2
Next