On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937)

From MaRDI portal
Revision as of 02:11, 17 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
scientific article

    Statements

    On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (English)
    0 references
    0 references
    26 October 2018
    0 references
    In this paper, the author obtains new drift-type conditions to decide whether a non-homogeneous Markov pure jump process in Borel state space explodes or not. The condition for non-explosion is necessary if the state space is locally compact and the so called $Q$-function satisfies weak Feller-type and local boundedness conditions. The results are well linked to the existing literature in the field. The theory has a close relationship with the field of Markov decision processes. Describing the intuition behind some concepts would have made it easier to understand the reasoning. The relations between non-explosion and the applicability of Dynkin's formula to a drift function is also demonstrated.
    0 references
    Markov process
    0 references
    pure jump process
    0 references
    Dynkin's formula
    0 references
    explosion
    0 references
    $Q$-function
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers