Probability Theory and Related Fields

, Volume 94, Issue 4, pp 427–456

Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes

  • Anyue Chen
  • Eric Renshaw
Article

DOI: 10.1007/BF01192557

Cite this article as:
Chen, A. & Renshaw, E. Probab. Th. Rel. Fields (1993) 94: 427. doi:10.1007/BF01192557

Summary

Until now, denumerable Markov processes with instantaneous states have not been extensively considered, and so in this paper we present a detailed examination of the conservative uni-instantaneous (CUI) case. We determine criteria for the existence and uniqueness of a specific CUI pregenerator, and consider the general problem of constructing CUI processes.

Copyright information

© Springer-Verlag 1993

Authors and Affiliations

  • Anyue Chen
    • 1
  • Eric Renshaw
    • 2
  1. 1.Department of MathematicsUniversity of NottinghamNottinghamUK
  2. 2.Department of Statistics and Modelling Science, Livingstone TowerUniversity of StrathclydeGlasgowUK

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