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Basic adjoint relation for transient and stationary analysis of some Markovprocesses

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Abstract

The basic adjoint relation (BAR) was first introduced by Harrison and Williams [21,22] to characterize the stationary distribution of a diffusion process. Through simple examples, we show that this procedure can be used to characterize both the stationary and the transient distributions of a diffusion process, as well as other non‐diffusion Markov processes.

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  1. H. Chen
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Chen, H. Basic adjoint relation for transient and stationary analysis of some Markovprocesses. Annals of Operations Research 87, 273–303 (1999). https://doi.org/10.1023/A:1018937103955

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