Kolmogorov's equations for jump Markov processes with unbounded jump rates

DOI10.1007/s10479-017-2538-8zbMath1501.60050arXiv1603.02367OpenAlexW2963299562MaRDI QIDQ2095220

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

Publication date: 9 November 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.02367

zbMATH Keywords

minimal solutionjump Markov processunbounded transition ratestransition functionboundedness conditionKolmogorov's equation

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Related Items (1)

On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations

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