On jump processes with drift

Reinhard Wobst. On jump processes with drift. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1983. <http://eudml.org/doc/268425>.

@book{ReinhardWobst1983,
abstract = {CONTENTS0. Introduction...................................................................................5  0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9  1.1. Definition basic properties........................................................9  1.2. Characteristics of j.p.d............................................................12    1.2.1. Drift functions.....................................................................12    1.2.2. Drift time distributions.........................................................15    1.2.3. Jump distributions...............................................................15    1.2.4. Jump times, regeneration functions....................................18    1.2.5. Summary.............................................................................20    1.2.6. Characteristics and transition probabilities.........................21  1.3. Construction of j.p.d................................................................22    1.3.1. Construction of the "embedded chain"................................22    1.3.2. Construction of the j.p.d......................................................24    1.3.3. Characterization of j.p.d.......................................................29Chapter 2. Feller j.p.d. on the real line..............................................29  2.1. Preparations.............................................................................30  2.2. Certain one-dimensional j.p.d....................................................33    2.2.1. Definition.............................................................................33    2.2.2. Existence of special Feller j.p.d...........................................34  2.3. Remarks. Discussion of results.................................................46References........................................................................................50},
author = {Reinhard Wobst},
keywords = {Markov jump process with drift; regeneration functions; infinitesimal operators},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {On jump processes with drift},
url = {http://eudml.org/doc/268425},
year = {1983},
}

TY - BOOK
AU - Reinhard Wobst
TI - On jump processes with drift
PY - 1983
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTS0. Introduction...................................................................................5  0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9  1.1. Definition basic properties........................................................9  1.2. Characteristics of j.p.d............................................................12    1.2.1. Drift functions.....................................................................12    1.2.2. Drift time distributions.........................................................15    1.2.3. Jump distributions...............................................................15    1.2.4. Jump times, regeneration functions....................................18    1.2.5. Summary.............................................................................20    1.2.6. Characteristics and transition probabilities.........................21  1.3. Construction of j.p.d................................................................22    1.3.1. Construction of the "embedded chain"................................22    1.3.2. Construction of the j.p.d......................................................24    1.3.3. Characterization of j.p.d.......................................................29Chapter 2. Feller j.p.d. on the real line..............................................29  2.1. Preparations.............................................................................30  2.2. Certain one-dimensional j.p.d....................................................33    2.2.1. Definition.............................................................................33    2.2.2. Existence of special Feller j.p.d...........................................34  2.3. Remarks. Discussion of results.................................................46References........................................................................................50
LA - eng
KW - Markov jump process with drift; regeneration functions; infinitesimal operators
UR - http://eudml.org/doc/268425
ER -