On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
From MaRDI portal
Publication:1800937
DOI10.1007/s10959-017-0763-3zbMath1425.60074arXiv1511.05011OpenAlexW2552568115MaRDI QIDQ1800937
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Kolmogorov forward equation and explosiveness in countable state Markov processes
- Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Markov decision processes with applications to finance.
- Markov chains and stochastic stability
- Method of Lyapunov functions for analysis of absorption and explosion in Markov chains
- Denumerable Markov processes and the associated contraction semigroups on l
- Stochastic optimal control. The discrete time case
- Continuous-time Markov chains. An applications-oriented approach
- Stochastic interacting particle systems and nonlinear kinetic equations
- Construction and regularity of transition functions on Polish spaces under measurability conditions
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
- Explosion phenomena in stochastic coagulation-fragmentation models
- Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Practical Criterion for Uniqueness of $Q$-processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson
- Eigenvalues, Inequalities, and Ergodic Theory
- Coupling for jump processes
- COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
This page was built for publication: On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes