On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes

Zhang, Y 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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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:	24 Jan 2026 01:08
DOI:	10.1007/s10959-017-0763-3
Related Websites:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3007007
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