Estimates Associated with the Action Functional for Markov Processes

  • A. D. Wentzell
Chapter
Part of the Mathematics and Its Applications (Soviet Series) book series (MASS, volume 38)

Abstract

In § 2.1 – § 2.3 we will consider Markov processes in R r satisfying an analogue of Cramér’s condition of finiteness of exponential moments.

Keywords

Probability Measure MARKOV Process Action Functional Random Function Markov Property 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kluwer Academic Publisher 1990

Authors and Affiliations

  • A. D. Wentzell
    • 1
  1. 1.Dept. of MathematicsMoscow State UniversityMoscowUSSR

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