Sharp conditions for nonexplosions and explosions in Markov jump processes

DOI10.1214/AOP/1176988386zbMath0834.60084OpenAlexW2063447874MaRDI QIDQ1897184

Fima C. Klebaner, Götz-Dietrich Kersting

Publication date: 12 March 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988386

zbMATH Keywords

Markov jump processholding timejump distributions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

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