Abstract
We study Markov jump processes constructed by subordination of diffusion processes. The procedure can be viewed as a randomization or a coarse graining of time. We construct the master equation for the cases of finite and infinite total jump rates, and give a collection of explicitly solvable examples.
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Monti, F., Jauslin, H.R. Master equations for subordinated processes. J Stat Phys 60, 413–444 (1990). https://doi.org/10.1007/BF01314929
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DOI: https://doi.org/10.1007/BF01314929