Conditional Markov chains -- construction and properties

DOI10.4064/BC105-0-2MaRDI QIDQ5265532zbMATH OpenOpenAlexFDO

Authors Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski

Publication date 28 July 2015

Published in Banach Center Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/bc105-0-2

zbMATH Keywords

change of measureconditional Markov chainsdoubly stochastic Markov chainintensity

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27)

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