On positively divisible non-Markovian processes
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Publication:6563005
DOI10.1088/1751-8121/AD5525zbMATH Open1540.60055MaRDI QIDQ6563005FDOQ6563005
Heinz-Peter Breuer, Bilal Canturk
Publication date: 27 June 2024
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Chapman-Kolmogorov equationnon-Markovian stochastic processesKolmogorov consistency conditions\(P\)-divisibility
Gaussian processes (60G15) Self-similar stochastic processes (60G18) Foundations of stochastic processes (60G05)
Cites Work
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- Markovianity and non-Markovianity in quantum and classical systems
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- Non-Markovian Processes with the Semigroup Property
- A conversation with Joe Doob
- Stochastic Calculus and Differential Equations for Physics and Finance
- On semi-Markov processes and their Kolmogorov's integro-differential equations
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