Geodesic
Continuous dependence of final distributions on transition probabilities of an asymptotically Markov process
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 183-188 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper proves that for the asymptotically Markov process (which was introduced by the author in [1]) the final distributions continuously depend on the transition probabilities.
Keywords: asymptotically Markov process, transition probabilities
Mots-clés : final distributions. 
@article{TVP_1995_40_1_a13,
     author = {E. A. Sataev},
     title = {Continuous dependence of final distributions on transition probabilities of an asymptotically {Markov} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {183--188},
     year = {1995},
     volume = {40},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a13/}
}
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E. A. Sataev. Continuous dependence of final distributions on transition probabilities of an asymptotically Markov process. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 183-188. http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a13/