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A necessary and sufficient condition for probability measures dominated by -expectation

โœ Scribed by Long Jiang


Book ID
108267575
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
441 KB
Volume
79
Category
Article
ISSN
0167-7152

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Necessary and sufficient conditions for
โœ O.L.V. Costa; F. Dufour ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 116 KB

In this paper, we present necessary and su cient conditions for the existence of a non-singular invariant probability measure for a Feller Markov chain taking values on a locally compact separable metric space. The necessary and su cient condition is written in terms of the Foster's criterion with a