Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes
Kersting, G. ; Klebaner, F. C.
Ann. Probab., Tome 23 (1995) no. 3, p. 268-272 / Harvested from Project Euclid
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We give sharp sufficient conditions for nonexplosions and explosions in Markov pure jump processes in terms of the holding time parameters and moments of the jump distributions.
Publié le : 1995-01-14
Classification:  Markov chains,  regularity conditions,  explosions,  60J25,  60J27,  60J75 
@article{1176988386,
     author = {Kersting, G. and Klebaner, F. C.},
     title = {Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 268-272},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988386}
}

Kersting, G.; Klebaner, F. C. Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes. Ann. Probab., Tome 23 (1995) no. 3, pp.  268-272. http://gdmltest.u-ga.fr/item/1176988386/