On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes

Yi Zhang

doi:10.1007/s10959-017-0763-3

On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes

Yi Zhang

Mathematics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

Original language	English
Pages (from-to)	1322-1355
Number of pages	34
Journal	Journal of Theoretical Probability
Volume	31
Issue number	3
DOIs	https://doi.org/10.1007/s10959-017-0763-3
Publication status	Published - 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
General Mathematics
Statistics, Probability and Uncertainty

Access to Document

10.1007/s10959-017-0763-3

Cite this

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