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Piecewise deterministic Markov processes

 

作者: Haiyan Cai,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1993）
卷期: Volume 11, issue 3  

页码: 255-274

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809317

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

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

 

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