SHARP CONDITIONS FOR NONEXPLOSIONS AND EXPLOSIONS IN MARKOV JUMP-PROCESSES
成果类型:
Article
署名作者:
KERSTING, G; KLEBANER, FC
署名单位:
University of Melbourne
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176988386
发表日期:
1995
页码:
268-272
关键词:
摘要:
We give sharp sufficient conditions for nonexplosions and explosions in Markov pure jump processes in terms of the holding time parameters and moments of the jump distributions.