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

DOI10.1137/S0040585X97T991684WikidataQ128292345 ScholiaQ128292345MaRDI QIDQ6153531FDOQ6153531

Authors: Eugene A. Feinberg, Albert N. Shiryaev 

Publication date: 14 February 2024

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

uniqueness of solutionstandard Borel spacepure jump Markov processforward and backward equationsdifferentiability of transition probabilityfinite and countable state spaces

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Cites Work

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• Kolmogorov's equations for jump Markov processes and their applications to control problems
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