On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes

DOI10.1007/S10959-017-0763-3MaRDI QIDQ1800937zbMATH OpenOpenAlexFDO

Authors Yi Zhang

Publication date 26 October 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.05011

zbMATH Keywords

Markov processexplosionDynkin's formulapure jump process$Q$-function

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Abstract: In this paper, we obtain new drift-type conditions for nonexplosion and explosion for nonhomogeneous Markov pure jump processes in Borel state spaces. The conditions are sharp; e.g., the one for nonexplosion is necessary if the state space is in addition locally compact and the $Q$-function satisfies weak Feller-type and local boundedness conditions. We comment on the relations of our conditions with the existing ones in the literature, and demonstrate some possible applications.

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Cited in

(3)

• Sharp conditions for nonexplosions and explosions in Markov jump processes
• Countable state Markov processes: non-explosiveness and moment function
• Probabilistic representations of fragmentation equations

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