22 citations to https://www.mathnet.ru/rus/jmaa4
  1. Manuel L. Esquível, Nadezhda P. Krasii, “Statistics for Continuous Time Markov Chains, a Short Review”, Axioms, 14:4 (2025), 283  crossref
  2. 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
  3. Xin Guo, Yonghui Huang, “Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces”, Stochastics, 2024, 1  crossref
  4. 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  mathnet  crossref  scopus; 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  crossref
  5. Madalina Deaconu, Antoine Lejay, “Probabilistic representations of fragmentation equations”, Probab. Surveys, 20:none (2023)  crossref
  6. 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
  7. Bertrand Cloez, Josué Corujo, “Uniform in time propagation of chaos for a Moran model”, Stochastic Processes and their Applications, 154 (2022), 251  crossref
  8. 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
  9. 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  mathnet  crossref  scopus; 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  crossref
  10. 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
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