Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes
- Cite this article as:
- Chen, A. & Renshaw, E. Probab. Th. Rel. Fields (1993) 94: 427. doi:10.1007/BF01192557
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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.