Conditional Markov chains: properties, construction and structured dependence

DOI10.1016/J.SPA.2016.07.010zbMATH Open1358.60081OpenAlexW2514139331MaRDI QIDQ516008FDOQ516008

Mariusz Niewęgłowski, Tomasz R. Bielecki, Jacek Jakubowski

Publication date: 20 March 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2016.07.010

zbMATH Keywords

change of probability measurecompensator of a random measureconditional Markov chaindoubly stochastic Markov chain

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited In (5)

• Параллельные полумарковские процессы в задачах группового управления объектами
• Generalised liouville processes and their properties
• On the finite horizon optimal switching problem with random lag
• A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK
• The controller with installed polling program model for vector control systems

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