Continuity of non-stationary transition matrices
Conditions are given implying the continuity of the transition functions in a standard Markov transition matrix. An example of a standard transition matrix with discontinuous transition functions is presented and its relation to the Kolmogorov differential equations is discussed.
Year of publication: |
1978
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Authors: | Fernholz, Robert |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 6.1978, 3, p. 261-266
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Publisher: |
Elsevier |
Saved in:
Online Resource
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