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JOURNALS // Annals of Operations Research // Archive

Ann. Oper. Res., 2022, Volume 317, Pages 587–604 (Mi aor1)

This article is cited in 7 papers

Kolmogorov’s equations for jump Markov processes with unbounded jump rates

Eugene Feinberga, Manasa Mandavab, Albert N. Shiryaevc

a Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY 11794-3600, USA
b Indian School of Business, Hyderabad 500032, India
c Steklov Mathematical Institute, 8, Gubkina Str., Moscow, Russia 119991

Language: English

DOI: 10.1007/s10479-017-2538-8



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