ON CONTROLLED POISSON PROCESSES

Year 2014, Volume: 4 Issue: 2, 252 - 258, 01.12.2014

T.m. Aliyev E.a. Ibayev V.m. Mamedov

https://izlik.org/JA36JL54YD

Abstract

We consider a special class of two-dimensional Markov processes, finding the relationship between transition probabilities of two such classes.

Keywords

Poisson process , Multiplicative integral , Markov chain

References

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