From empirical data to time-inhomogeneous continuous Markov processes
نویسندگان
چکیده
منابع مشابه
Comparison of time-inhomogeneous Markov processes
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their in nitesimal generators as well as an invariance property of one process is assumed. The corresponding proof is based on a representation result for the solutions of inhomo...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2016
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.93.032135