Representations of Markov processes as multiparameter time changes
From MaRDI portal
Publication:1143716
DOI10.1214/aop/1176994660zbMath0442.60072OpenAlexW2034895724MaRDI QIDQ1143716
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994660
random time changemartingale problemstopping timesinfinite particle systemsmultiparameter martingales
Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
Related Items
The multivariate hazard construction, Extending the multi-level method for the simulation of stochastic biological systems, A note on the exponentiality of total hazards before failure, Conditional Monte Carlo for Reaction Networks, Efficient sequential estimation in a markov branching process with immigration, Efficient sequential estimation in multiplicative counting processes, Mean-Field Limits for Large-Scale Random-Access Networks, Random time change and an integral representation for marked stopping times, Fractional Euler Limits and their Applications, Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint, Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup, Parallel server systems under an extended heavy traffic condition: a lower bound, Lyapunov functions, stationary distributions, and non-equilibrium potential for reaction networks, Separation of time-scales and model reduction for stochastic reaction networks, Stochastic switching in biology: from genotype to phenotype, Diffusion approximation for signaling stochastic networks, Variance of Finite Difference Methods for Reaction Networks with Non-Lipschitz Rate Functions, Stochastic representations of ion channel kinetics and exact stochastic simulation of neuronal dynamics, Tier structure of strongly endotactic reaction networks, On spatial matchings: The first-in-first-match case, Robustly simulating biochemical reaction kinetics using multi-level Monte Carlo approaches, Strong approximation theorems for density dependent Markov chains, Diffusion approximations for load balancing mechanisms in cloud storage systems, Applications of Magnus expansions and pseudospectra to Markov processes, Markovian dynamics on complex reaction networks, Phase Reduction of Stochastic Biochemical Oscillators, Atomistic origins of continuum dislocation dynamics, Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals, Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions, State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits, Results on stochastic reaction networks with non-mass action kinetics
