Geodesic
On the probabilistic multichain Poisson equation
Onésimo Hernández-Lerma 1   ; Jean B. Lasserre 2
1 Departamento de Matemáticas CINVESTAV-IPN A. Postal 14-740 México, D.F. 07000, México
2 LAAS-CNRS 7 Av. du Colonel Roche 31077 Toulouse Cedex 4, France
Applicationes Mathematicae, Tome 28 (2001) no. 2, pp. 225-243 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

This paper introduces necessary and//or sufficient conditions for the existence of solutions $(g,h)$ to the probabilistic multichain Poisson equation $$\hbox {(a) }\ g=Pg\hskip 1em \hbox{and}\hskip 1em \hbox {(b) }\ g+h-Ph=f,$$ with a given charge $f$, where $P$ is a Markov kernel (or transition probability function) on a general measurable space. The existence conditions are derived via three different approaches, using (1) canonical pairs, (2) Cesàro averages, and (3) resolvents.
DOI : 10.4064/am28-2-8
Mots-clés : paper introduces necessary sufficient conditions existence solutions probabilistic multichain poisson equation hbox hskip hbox hskip hbox h ph given charge where markov kernel transition probability function general measurable space existence conditions derived via three different approaches using canonical pairs ces averages resolvents

Onésimo Hernández-Lerma  1   ; Jean B. Lasserre  2

1 Departamento de Matemáticas CINVESTAV-IPN A. Postal 14-740 México, D.F. 07000, México
2 LAAS-CNRS 7 Av. du Colonel Roche 31077 Toulouse Cedex 4, France 
@article{10_4064_am28_2_8,
     author = {On\'esimo Hern\'andez-Lerma and Jean B. Lasserre},
     title = {On the probabilistic
multichain {Poisson} equation},
     journal = {Applicationes Mathematicae},
     pages = {225--243},
     year = {2001},
     volume = {28},
     number = {2},
     doi = {10.4064/am28-2-8},
     language = {fr},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am28-2-8/}
}
TY  - JOUR
AU  - Onésimo Hernández-Lerma
AU  - Jean B. Lasserre
TI  - On the probabilistic
multichain Poisson equation
JO  - Applicationes Mathematicae
PY  - 2001
SP  - 225
EP  - 243
VL  - 28
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am28-2-8/
DO  - 10.4064/am28-2-8
LA  - fr
ID  - 10_4064_am28_2_8
ER  - 
%0 Journal Article
%A Onésimo Hernández-Lerma
%A Jean B. Lasserre
%T On the probabilistic
multichain Poisson equation
%J Applicationes Mathematicae
%D 2001
%P 225-243
%V 28
%N 2
%U http://geodesic.mathdoc.fr/articles/10.4064/am28-2-8/
%R 10.4064/am28-2-8
%G fr
%F 10_4064_am28_2_8
Onésimo Hernández-Lerma; Jean B. Lasserre. On the probabilistic
multichain Poisson equation. Applicationes Mathematicae, Tome 28 (2001) no. 2, pp. 225-243. doi: 10.4064/am28-2-8

Cité par Sources :