Existence and Regularity of a Nonhomogeneous Transition Matrix under Measurability Conditions
نویسندگان
چکیده
منابع مشابه
Existence and Regularity of a Nonhomogeneous Transition Matrix under Measurability Conditions
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is to begin with a continuous (in t) and conservative matrix Q(t) = [qij(t)] of nonhomogeneous transition rates qij(t), and use it to construct the transition ...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2008
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-008-0163-9