Zhang, Yi 
ORCID: 0000-0002-3200-6306
(2018)
On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes.
JOURNAL OF THEORETICAL PROBABILITY, 31 (3).
pp. 1322-1355.
ISSN 0894-9840, 1572-9230
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Official URL: https://doi.org/10.1007/s10959-017-0763-3
Abstract
In this paper, we obtain new drift-type conditions for nonexplosion and explosion for nonhomogeneous Markov pure jump processes in Borel state spaces. The conditions are sharp; e.g., the one for nonexplosion is necessary if the state space is in addition locally compact and the Q-function satisfies weak Feller-type and local boundedness conditions. We comment on the relations of our conditions with the existing ones in the literature and demonstrate some possible applications.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Dynkin's formula, Nonhomogeneous Markov pure jump process, Nonexplosion |
| Depositing User: | Symplectic Admin |
| Date Deposited: | 19 Apr 2017 09:56 |
| Last Modified: | 06 Dec 2024 22:16 |
| DOI: | 10.1007/s10959-017-0763-3 |
| Related URLs: | |
| URI: | https://livrepository.liverpool.ac.uk/id/eprint/3007007 |
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