On a Parabolic Harnack Inequality for Markov Chains
نویسنده
چکیده
For continuous time Markov chains on a countable state space, we derive a parabolic Harnack inequality using probabilistic methods. We derive some consequences of this inequality for the compactness of parabolic (i.e. spacetime harmonic) functions of the process.
منابع مشابه
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تاریخ انتشار 1998