Sharp conditions for nonexplosions and explosions in Markov jump processes

DOI10.1214/aop/1176988386zbMath0834.60084OpenAlexW2063447874MaRDI QIDQ1897184

Fima C. Klebaner, Götz-Dietrich Kersting

Publication date: 12 March 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988386

zbMATH Keywords

Markov jump processholding timejump distributions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

On population growth with catastrophes, Exponential Martingales and Changes of Measure for Counting Processes, Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach, Law of large numbers and central limit theorem for a class of pure jump Markov process, A numerical algorithm for a class of BSDEs via the branching process, Probabilistic approach in weighted Markov branching processes, Extinction and explosion of nonlinear Markov branching processes, Reaction-diffusion processes, Explosion phenomena in stochastic coagulation-fragmentation models