A characterization of minimal Markov jump processes-Reference-Cited by-同舟云学术

A characterization of minimal Markov jump processes

Published:1972 Issue:1 Volume:23 Page:32-46
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Jacobsen Martin

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00536688.pdf

Reference5 articles.

1. Doeblin, W.: Sur certains mouvements aléatoires discontinus. Skand. Aktuarietidskr. 22, 211?222 (1939).

2. Doob, J.L.: Stochastic Processes. New York: Wiley 1953.

3. Feller, W.: On the Integro-Differential Equations of Purely Discontinuous Markoff Processes. Trans. Amer. math. Soc. 48, 488?515 (1940). Errata. Ibid. 58, 474 (1945).

4. Fortet, R., Kambouzia, M.: Les répartitions ponctuelles Markoviennes; estimations et tests concernant leur lois de probabilité. Ann. Inst. Henri Poincaré, n. Sér., Sect. B V, 195?212 (1969).

5. Gihman, I.I., Skorohod, A.V.: Introduction to the Theory of Random Processes. Philadelphia-London-Toronto: W. B. Saunders 1969.

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