On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations

DOI10.1137/s0040585x97t991684WikidataQ128292345 ScholiaQ128292345MaRDI QIDQ6153531

Eugene A. Feinberg, Albert N. Shiryaev

Publication date: 14 February 2024

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

uniqueness of solutionstandard Borel spacepure jump Markov processforward and backward equationsdifferentiability of transition probabilityfinite and countable state spaces

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Cites Work

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• Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes
• Continuous-Time Markov Decision Processes
• Markoff Chains--Denumerable Case

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