Basic adjoint relation for transient and stationary analysis of some Markovprocesses

H. Chen

Annals of Operations Research, 1999, vol. 87, issue 0, 273-303

Abstract: The basic adjoint relation (BAR) was first introduced by Harrison and Williams [21,22] to characterize the stationary distribution of a diffusion process. Through simple examples, we show that this procedure can be used to characterize both the stationary and the transient distributions of a diffusion process, as well as other non‐diffusion Markov processes. Copyright Kluwer Academic Publishers 1999

Date: 1999
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DOI: 10.1023/A:1018937103955

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