On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations (Q6153531)
From MaRDI portal
scientific article; zbMATH DE number 7804772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations |
scientific article; zbMATH DE number 7804772 |
Statements
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations (English)
0 references
14 February 2024
0 references
pure jump Markov process
0 references
finite and countable state spaces
0 references
standard Borel space
0 references
differentiability of transition probability
0 references
forward and backward equations
0 references
uniqueness of solution
0 references
0 references
0 references
