Piecewise deterministic Markov processes

Haiyan Cai

doi:10.1080/07362999308809317

Piecewise deterministic Markov processes

Haiyan Cai

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given

Original language	American English
Journal	Stochastic Analysis and Applications
Volume	11
DOIs	https://doi.org/10.1080/07362999308809317
State	Published - 1993

Disciplines

Mathematics
Statistics and Probability

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10.1080/07362999308809317License: Unspecified

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title = "Piecewise deterministic Markov processes",

abstract = " In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given ",

author = "Haiyan Cai",

note = "In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given",

year = "1993",

doi = "10.1080/07362999308809317",

language = "American English",

volume = "11",

journal = "Stochastic Analysis and Applications",

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T1 - Piecewise deterministic Markov processes

AU - Cai, Haiyan

N1 - In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given

PY - 1993

Y1 - 1993

N2 - In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given

AB - In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given

UR - https://www.tandfonline.com/doi/abs/10.1080/07362999308809317

U2 - 10.1080/07362999308809317

DO - 10.1080/07362999308809317

M3 - Article

VL - 11

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

ER -

Piecewise deterministic Markov processes

Abstract

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