39 citations · 62 across the 18 of their papers we have counts for
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math.PR2015★ 5 cited
On the Feynman--Kac semigroup for some Markov processes
Victoria Knopova
For a (non-symmetric) strong Markov process , consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A…
math.PR2015
Accuracy of discrete approximation for integral functionals of Markov processes
I. Ganychenko, V. Knopova, A. Kulik
The article is devoted to the estimation of the rate of convergence of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transit…