Lyapunov Conditions for Differentiability of Markov Chain Expectations

Chang Han Rhee*, Peter W. Glynn

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'Lyapunov Conditions for Differentiability of Markov Chain Expectations'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance