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

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    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