Jumping Markov processes
type: Item
instance of: scholarly article
title: Jumping Markov processes
zbMATH Open document ID: 0841.60066
author: Jean Jacod
author: Anatolii V. Skorokhod
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1996-03-20T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77529
review text: A study of the basic properties of the jumping Markov processes with an arbitrary state space is made. The basic objects like additive functionals, semimartingales, etc., usually associated with Markov processes are considered. Such processes are useful in reliability, queueing theory, etc. Finally, the authors introduce a class of Markov processes called by them ``purely discontinuous'' and which appear as suitable limits of Markov jumping processes.
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 847539
zbMATH Keywords: Markov jump processes
zbMATH Keywords: martingales
zbMATH Keywords: infinitesimal generator
zbMATH Keywords: additive functionals
reviewed by: Gheorghe Oprişan
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 847539