Explosions in Markov Processes and Submartingale Convergence.
Conditions for nonexplosions and explosions in Markov pure jump processes are given in terms of the rate of change in the process. We show how these conditions follow from a submartingale convergence theorem. As a corollary, new conditions for nonexplosions in Birth-Death processes in terms of the survival rate are obtained.
KeywordsMarkov Process Positive Function Conditional Expectation Jump Process Markov Jump Process
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