Stopped processes of temporally homogeneous Markov jump processes (Q1200713)
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scientific article; zbMATH DE number 95733
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| English | Stopped processes of temporally homogeneous Markov jump processes |
scientific article; zbMATH DE number 95733 |
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Stopped processes of temporally homogeneous Markov jump processes (English)
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16 January 1993
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The authors prove that a homogeneous Markov (pure) jump process stopped at a hitting time is still a homogeneous Markov jump process and conversely, if a homogeneous Markov jump process \(X\) stopped at a stopping time \(T\) is also a homogeneous Markov jump process, then \(T\wedge S\) is a hitting time, where \(S=\inf\{t\geq 0\): \(q(X_ t)=0\}\), \(q(x)=\lim_{t\downarrow 0}{1\over t}(1-P(t,x,\{x\})\).
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stopped at a hitting time
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homogeneous Markov jump process
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jump process
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0.7630020380020142
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0.7613499164581299
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0.7512938380241394
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