On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract


Original languageEnglish
Pages (from-to)1322-1355
Number of pages34
JournalJournal of Theoretical Probability
Volume31
Issue number3
DOIs
Publication statusPublished - 1 Sept 2018

Bibliographical note

Funding Information:
I would like to thank Professor Mufa Chen (Beijing Normal University) for providing the scan copy of the relevant pages in [30] and the paper [29]. I also thank the referees for their helpful comments and remarks. This work was carried out with a financial grant from the Research Fund for Coal and Steel of the European Commission, within the INDUSE-2-SAFETY project (Grant No. RFSR-CT-2014-00025).

Publisher Copyright:
© 2017, Springer Science+Business Media New York.

Keywords

  • Dynkin’s formula
  • Nonexplosion
  • Nonhomogeneous Markov pure jump process

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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