Some differentiation properties of Markoff transition probability functions
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- by Donald G. Austin
- Proc. Amer. Math. Soc. 7 (1956), 751-761
- DOI: https://doi.org/10.1090/S0002-9939-1956-0081582-2
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References
- J. L. Doob, Markoff chains—denumerable case, Trans. Amer. Math. Soc. 58 (1945), 455–473. MR 13857, DOI 10.1090/S0002-9947-1945-0013857-4
- J. L. Doob, Topics in the theory of Markoff chains, Trans. Amer. Math. Soc. 52 (1942), 37–64. MR 6633, DOI 10.1090/S0002-9947-1942-0006633-7 A. N. Kolmogoroff, Ucenye Zapiski (Matem.), Moskov. Gor. Univ., vol. 148, pp. 53-59.
- Willy Feller, On the integro-differential equations of purely discontinuous Markoff processes, Trans. Amer. Math. Soc. 48 (1940), 488–515. MR 2697, DOI 10.1090/S0002-9947-1940-0002697-3 M. Arley, Stochastic processes and cosmic radiation, Copenhagen, 1943.
- Donald G. Austin, On the existence of the derivative of Markoff transition probability functions, Proc. Nat. Acad. Sci. U.S.A. 41 (1955), 224–226. MR 70095, DOI 10.1073/pnas.41.4.224 E. W. Hobson, Theory of functions of a real variable, vol. II, Harren Press, 2d ed.
Bibliographic Information
- © Copyright 1956 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 7 (1956), 751-761
- MSC: Primary 60.0X
- DOI: https://doi.org/10.1090/S0002-9939-1956-0081582-2
- MathSciNet review: 0081582