ON CONTROLLED POISSON PROCESSES

被引:0
作者
Aliyev, T. M. [1 ]
Ibayev, E. A. [1 ]
Mamedov, V. M. [1 ]
机构
[1] Azerbaijan Natl Acad Sci, Inst Control Syst, 9 B Vahabzade Str, Baku, Azerbaijan
来源
TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS | 2014年 / 4卷 / 02期
关键词
Poisson process; Multiplicative integral; Markov chain;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider a special class of two-dimensional Markov processes, finding the relationship between transition probabilities of two such classes.
引用
收藏
页码:252 / 258
页数:7
相关论文
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Datta K.B., 2006, MATRIX LINEAR ALGEBR
[2]  
Nelson R., 1995, PROBABILITY STOCHAST, DOI [10.1007/978-1-4757-2426-4, DOI 10.1007/978-1-4757-2426-4]
[3]  
Yezhov I.I., 1969, 1 THEORY PROBABILITY, V14, P3
[4]  
Yezhov I.I., 1969, 2 THEORY PROBABILITY, V14, P679