activity
20112021
most citedFatou's Lemma in Its Classic Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to MDPs

5 citations · 7 across the 7 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

math.PR2013★ 1 cited

On solutions of Kolmogorov's equations for jump Markov processes

Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solu…