Regularity of models associated with Markov jump processes
We consider a jump Markov process X=(Xt)t≥0X={\left({X}_{t})}_{t\ge 0}, with values in a state space (E,ℰ)\left(E,{\mathcal{ {\mathcal E} }}). We suppose that the corresponding infinitesimal generator πθ(x,dy),x∈E{\pi }_{\theta }\left(x,{\rm{d}}y),x\in E, hence the law Px,θ{{\mathbb{P}}}_{x,\theta }...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2022-09-01
|
| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2022-0482 |