Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States

Wu, Xiaohan1,2,3; Chen, Anyue4,5; Li, Junping6

2023-11-01

10.1007/s10959-023-01299-w

JOURNAL OF THEORETICAL PROBABILITY   影响因子和分区

0894-9840

1572-9230

Based on the resolvent decomposition theorems presented very recently by Chen (J Theor Probab 33:2089-2118, 2020), in this paper we focus on investigating the fundamental problems of existence and uniqueness criteria for Denumerable Markov Processes with finitely many instantaneous states. Some elegant sufficient and necessary conditions are obtained for this less-investigated topic. A few important examples including the generalized Kolmogorov models are presented to illustrate our general results.

Denumerable Markov processes Transition functions Resolvent Taboo probabilities Existence Uniqueness

SCI

英语

通讯

National Natural Sciences Foundation of China["11771452","11971486"]

Mathematics

Statistics & Probability

WOS:001102934900001

SPRINGER/PLENUM PUBLISHERS

MATHEMATICS

Web of Science

1.Liaocheng Univ, Sch Math Sci, Liaocheng 252059, Peoples R China
2.Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
3.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China
4.Southern Univ Sci & Technol, Dept Math, Xue Yuan Blvd 1088, Shenzhen 518055, Peoples R China
5.Univ Liverpool, Dept Math Sci, Peach St, Liverpool L69 7ZL, England
6.Cent South Univ, Sch Math & Stat, Changsha 410083, Peoples R China

Wu, Xiaohan,Chen, Anyue,Li, Junping. Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States[J]. JOURNAL OF THEORETICAL PROBABILITY,2023.

Wu, Xiaohan,Chen, Anyue,&Li, Junping.(2023).Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States.JOURNAL OF THEORETICAL PROBABILITY.

Wu, Xiaohan,et al."Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States".JOURNAL OF THEORETICAL PROBABILITY (2023).