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Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes
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  • Published: December 1993

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

  • Anyue Chen1 &
  • Eric Renshaw2 

Probability Theory and Related Fields volume 94, pages 427–456 (1993)Cite this article

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.

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Authors and Affiliations

  1. Department of Mathematics, University of Nottingham, University Park, NG7 2RD, Nottingham, UK

    Anyue Chen

  2. Department of Statistics and Modelling Science, Livingstone Tower, University of Strathclyde, 26 Richmond Street, G1 1XH, Glasgow, UK

    Eric Renshaw

Authors
  1. Anyue Chen
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  2. Eric Renshaw
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Chen, A., Renshaw, E. Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes. Probab. Th. Rel. Fields 94, 427–456 (1993). https://doi.org/10.1007/BF01192557

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  • Received: 18 December 1990

  • Revised: 15 May 1992

  • Issue Date: December 1993

  • DOI: https://doi.org/10.1007/BF01192557

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Keywords

  • Stochastic Process
  • Probability Theory
  • Markov Process
  • General Problem
  • Mathematical Biology
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