Abstract
In this paper, we investigate the stability of functionals and trajectories of two different, independent, time-inhomogeneous, discrete-time
Markov chains on a general state space.
We obtain various stability estimates such as an estimate for a difference in expectations of functionals,
References
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Articles in the same Issue
- Frontmatter
- Stability of functionals of perturbed Markov chains under the condition of uniform minorization
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous
- Harnack-type inequality for linear fractional stochastic equations
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application
- RAP-method (random perturbation method) for minimax G-filter
Articles in the same Issue
- Frontmatter
- Stability of functionals of perturbed Markov chains under the condition of uniform minorization
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous
- Harnack-type inequality for linear fractional stochastic equations
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application
- RAP-method (random perturbation method) for minimax G-filter