On Markov-additive jump processes (Q5961049)
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scientific article; zbMATH DE number 1732209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markov-additive jump processes |
scientific article; zbMATH DE number 1732209 |
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On Markov-additive jump processes (English)
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23 April 2002
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The focus is on Markov-additive processes, which belong to the class of Markov jump processes. Markov-additive jump processes are defined as 2-dimensional Markov jump processes, which satisfy the condition that the transition probabilities depend on one dimension only. The other dimension is an (additive) semigroup and the marginal process on it turns out to have conditionally independent increments.
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Markov-additive processes
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transition probabilities
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conditionally independent increments
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