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Feinberg, E. A.; Shiryaev, A. N.

On forward and backward Kolmogorov equations for pure jump Markov processes and their generalizations. (English. Russian original) Zbl 07804772

Theory Probab. Appl. 68, No. 4, 643-656 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 796-812 (2023).
Reviewer: Pierre Monmarché (Paris)
MSC:  60J27 60J35 60J76
PDFBibTeX XMLCite
\textit{E. A. Feinberg} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 68, No. 4, 643--656 (2024; Zbl 07804772); translation from Teor. Veroyatn. Primen. 68, No. 4, 796--812 (2023)
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Gómez-Corral, Antonio; Lopez-Herrero, María Jesús; Rodríguez-Bernal, María Teresa

On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain. (English) Zbl 1497.60103

Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 29-37 (2023).
MSC:  60J27 60J10 60G40 92D30
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\textit{A. Gómez-Corral} et al., Stud. Syst. Decis. Control 445, 29--37 (2023; Zbl 1497.60103)
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Filichkina, E.; Yarovaya, E.

Branching random walks on \(\mathbb{Z}\) with one particle generation center and symmetrically located absorbing sources. arXiv:2312.11398

Preprint, arXiv:2312.11398 [math.PR] (2023).
MSC:  60J27 60J80 05C81 60J85
BibTeX Cite
\textit{E. Filichkina} and \textit{E. Yarovaya}, ``Branching random walks on $\mathbb{Z}$ with one particle generation center and symmetrically located absorbing sources'', Preprint, arXiv:2312.11398 [math.PR] (2023)
Full Text: arXiv
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Anderson, David F.; Cappelletti, Daniele; Fan, Wai-Tong Louis; Kim, Jinsu

A new path method for exponential ergodicity of Markov processes on \(\mathbb Z^d\), with applications to stochastic reaction networks. arXiv:2309.06970

Preprint, arXiv:2309.06970 [math.PR] (2023).
MSC:  60J27 60J28
BibTeX Cite
\textit{D. F. Anderson} et al., ``A new path method for exponential ergodicity of Markov processes on $\mathbb Z^d$, with applications to stochastic reaction networks'', Preprint, arXiv:2309.06970 [math.PR] (2023)
Full Text: arXiv
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Rohr, Eddie; Latha, Karthik Sellakumaran; Yin, Amanda

A Type D Asymmetric Simple Exclusion Process Generated by an Explicit Central Element of \(\mathcal{U}_q(\mathfrak{so}_{10})\). arXiv:2307.15660

Preprint, arXiv:2307.15660 [math.PR] (2023).
MSC:  60J27 17B37
BibTeX Cite
\textit{E. Rohr} et al., ``A Type D Asymmetric Simple Exclusion Process Generated by an Explicit Central Element of $\mathcal{U}_q(\mathfrak{so}_{10})$'', Preprint, arXiv:2307.15660 [math.PR] (2023)
Full Text: arXiv
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Awolude, O. S.; Cator, E.; Don, H.

Random walks on \(\mathbb{Z}\) with metastable Gaussian distribution caused by linear drift with application to the contact process on the complete graph. arXiv:2307.07737

Preprint, arXiv:2307.07737 [math.PR] (2023).
MSC:  60J27
BibTeX Cite
\textit{O. S. Awolude} et al., ``Random walks on $\mathbb{Z}$ with metastable Gaussian distribution caused by linear drift with application to the contact process on the complete graph'', Preprint, arXiv:2307.07737 [math.PR] (2023)
Full Text: arXiv
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Feinberg, E. A.; Shiryaev, A. N.

Kolmogorov’s equations for jump Markov processes and their applications to control problems. (English. Russian original) Zbl 1492.60223

Theory Probab. Appl. 66, No. 4, 582-600 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 734-759 (2021).
MSC:  60J27 93E20 60J76
PDFBibTeX XMLCite
\textit{E. A. Feinberg} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 66, No. 4, 582--600 (2022; Zbl 1492.60223); translation from Teor. Veroyatn. Primen. 66, No. 4, 734--759 (2021)
Full Text: DOI arXiv
Rubino, Gerardo; Krinik, Alan

The exponential-dual matrix method: applications to Markov chain analysis. (English) Zbl 1485.60071

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 217-235 (2021).
MSC:  60J27 60J35 60K25 15A04 15A16
PDFBibTeX XMLCite
\textit{G. Rubino} and \textit{A. Krinik}, Contemp. Math. 774, 217--235 (2021; Zbl 1485.60071)
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