On approximation of a conditional transition function of right-continuous Markov processes
type: Item
instance of: scholarly article
zbMATH Open document ID: 0976.60071
author: O. A. Voĭna
publication date: 2001-09-16T00:00:00Z
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60K20
zbMATH DE Number: 1646638
zbMATH Keywords: right-continuous Markov process
zbMATH Keywords: conditional transition function
zbMATH Keywords: approximation
MaRDI profile type: MaRDI publication profile
Recommended article: Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
Recommended article: On asymptotic equicontinuity of Markov transition functions
Recommended article: A Note on Error Bounds for Approximating Transition Probabilities in Continuous-time Markov Chains
Recommended article: A Class of Functionals on Markov Chain Transitions
Recommended article: Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains
Recommended article: Q3768109
Recommended article: Approximations of piecewise deterministic Markov processes and their convergence properties
Recommended article: On the Continuous Diffusion Approximation of Some Discrete Markov Chains
Recommended article: An approximation theorem for Markov processes
title: On approximation of a conditional transition function of right-continuous Markov processes
published in: Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky
review text: Let \(z(t)=(x(t),y(t))\), \(t\geq 0,\) be a right-continuous Markov process with continuous time. Let \({\mathcal F}_{[0,t]}=\sigma\{y(s)\), \(0\leq s\leq t\}\) be a minimal \(\sigma\)-algebra generated by \(y(s),0\leq s\leq t\). An approximation of the conditional transition function \(\widehat\pi_{x}(t,A)=P\{x(t)\in A\mid x(0)=x,{\mathcal F}_{[0,t]}\}\) of the process \(x(t)\) is proposed when the trajectory of the \(y(t)\) component of the process is given.
reviewed by: M. P. Moklyachuk
description: scientific article; zbMATH DE number 1646638