Jumping Markov processes (Q1908227): Difference between revisions
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Latest revision as of 05:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumping Markov processes |
scientific article |
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Jumping Markov processes (English)
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20 March 1996
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A study of the basic properties of the jumping Markov processes with an arbitrary state space is made. The basic objects like additive functionals, semimartingales, etc., usually associated with Markov processes are considered. Such processes are useful in reliability, queueing theory, etc. Finally, the authors introduce a class of Markov processes called by them ``purely discontinuous'' and which appear as suitable limits of Markov jumping processes.
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Markov jump processes
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martingales
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infinitesimal generator
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additive functionals
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