A class of \(\mathbb F\)-doubly stochastic Markov chains

DOI10.1214/EJP.v15-815zbMath1231.60048OpenAlexW2001956629MaRDI QIDQ638346

Mariusz Andrzej Niewȩgłowski, Jacek Jakubowski

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v15-815

zbMATH Keywords

sojourn timeKolmogorov equations\(\mathbb F\)-doubly stochastic Markov chainspredictable representation theoremproperties of martingales

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic processes (60G99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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