Intertwined Markov processes: the extended Chapman–Kolmogorov equation

DOI10.1017/S0308210517000075OpenAlexW2753911909MaRDI QIDQ4602917

Niko Sauer, Wha-Suck Lee

Publication date: 7 February 2018

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210517000075

zbMATH Keywords

Fokker-Planck equationsempathyimplicitChapman-Kolmogorov equationpseudo-Poisson process\(B\)-evolution equationintertwined Markov processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Functional-differential equations in abstract spaces (34K30) Groups and semigroups of linear operators (47D03) Measures on groups and semigroups, etc. (43A05) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Markov processes (60J99) Groups and semigroups of linear operators, their generalizations and applications (47D99) Implicit functional-differential equations (34K32) Applications of continuous-time Markov processes on discrete state spaces (60J28) Partial differential operators (47F99)

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