20 citations to https://www.mathnet.ru/rus/jmaa4
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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
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Е. А. Файнберг, А. Н. Ширяев, “О прямых и обратных уравнениях Колмогорова для чисто скачкообразных марковских процессов и их обобщениях”, Теория вероятн. и ее примен., 68:4 (2023), 796–812 ; 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
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Madalina Deaconu, Antoine Lejay, “Probabilistic representations of fragmentation equations”, Probab. Surveys, 20:none (2023)
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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
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Bertrand Cloez, Josué Corujo, “Uniform in time propagation of chaos for a Moran model”, Stochastic Processes and their Applications, 154 (2022), 251
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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
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Е. А. Файнберг, А. Н. Ширяев, “Уравнения Колмогорова для скачкообразных марковских процессов и их применения в задачах управления”, Теория вероятн. и ее примен., 66:4 (2021), 734–759 ; 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
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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
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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
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Yi Zhang, “On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes”, J Theor Probab, 31:3 (2018), 1322