On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
DOI10.1137/S0040585X97T991684WikidataQ128292345 ScholiaQ128292345MaRDI QIDQ6153531FDOQ6153531
Eugene A. Feinberg, Albert N. Shiryaev
Publication date: 14 February 2024
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
uniqueness of solutionstandard Borel spacepure jump Markov processforward and backward equationsdifferentiability of transition probabilityfinite and countable state spaces
Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)
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