Method of Lyapunov functions for analysis of absorption and explosion in Markov chains

DOI10.1134/S0032946011030033zbMATH Open1235.60096OpenAlexW2072356249MaRDI QIDQ764402FDOQ764402

Authors: Pao-Liu Chow, R. Z. Khas'minskiĭ 

Publication date: 13 March 2012

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946011030033

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Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Title not available (Why is that?)
• An Introduction to Markov Processes
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Cited In (8)

• Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
• A martingale approach to time-dependent and time-periodic linear response in Markov jump processes
• Analysis of stochastic gradient descent in continuous time
• On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes
• Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
• Almost sure explosion of solutions to stochastic differential equations
• Spatially inhomogeneous populations with seed-banks. II: clustering regime

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