On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes

DOI10.1016/j.jmaa.2013.09.043zbMath1328.60192arXiv1301.6998OpenAlexW2106609178MaRDI QIDQ2019056

Manasa Mandava, Albert N. Shiryaev, Eugene A. Feinberg

Publication date: 27 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6998

zbMATH Keywords

Markov jump processesKolmogorov equationsrandom measurecompensatormultivariate point processtransition function

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57) Transition functions, generators and resolvents (60J35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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