Stopped processes of temporally homogeneous Markov jump processes

MaRDI QIDQ1200713zbMATH OpenFDO

Authors Shengwu He, Jia-gang Wang

Publication date 16 January 1993

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

homogeneous Markov jump processjump processstopped at a hitting time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Review text

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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• The truncated Markov processes prior to and the truncated Markov processes after
• scientific article; zbMATH DE number 4064202 (Why is no real title available?)
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