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Explosions in Markov Processes and Submartingale Convergence.

  • G. Kersting
  • F. C. Klebaner
Conference paper
Part of the Lecture Notes in Statistics book series (LNS, volume 114)

Abstract

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.

Keywords

Markov Process Positive Function Conditional Expectation Jump Process Markov Jump Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Kersting, G. and Klebaner, F.C. (1995) Sharp conditions for nonexplosions and explosions in Markov jump processes. Ann. Prob. 23, 268–272.MathSciNetMATHCrossRefGoogle Scholar
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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • G. Kersting
    • 1
  • F. C. Klebaner
    • 2
  1. 1.University of FrankfurtGermany
  2. 2.University of MelbourneAustralia

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