Exponential change of measure for general piecewise deterministic Markov processes

DOI10.1007/s11425-017-9345-5zbMath1415.60092arXiv1704.07521OpenAlexW2964306009WikidataQ115602258 ScholiaQ115602258MaRDI QIDQ2423855

Guoxin Liu, Zhaoyang Liu, Yuying Liu

Publication date: 20 June 2019

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.07521

zbMATH Keywords

exponential change of measurepiecewise deterministic Markov processStieltjes exponentialmeasure-valued generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Generalizations of martingales (60G48) Multiplicative functionals and Markov processes (60J57)

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