๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A class of infinitesimal generators of one-dimensional Markov processes III. Transition probabilities

โœ Scribed by H. Langer; W. Schenk


Publisher
John Wiley and Sons
Year
1981
Tongue
English
Weight
738 KB
Volume
102
Category
Article
ISSN
0025-584X

No coin nor oath required. For personal study only.

โœฆ Synopsis


A class of infinitesimal generators of one-dimensional

Markov processes 111. Transition probabilities By H. I,AN~ER and w. SCHENK of Dresden (Eingegangen am 8. 9.1980


๐Ÿ“œ SIMILAR VOLUMES


A Class of Infinitesimal Generators and
โœ M. Weber ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 504 KB

## Abstract A class of infinitesimal generators __A__ of strongly continuous nonnegative contraction semigroups in a subspace of __C__[0, 1] is introduced. It contains the class of generators of regular gap diffusions. A construction of the Markov process __X__ generated by __A__ gives some stochas

A class of N-dimensional probability den
โœ A. De Angelis ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 315 KB

The class of N-dimensional probability density functions such that the generation of a random vector can be reconducted through a linear transformation to the generation of N independent random numbers is described. Instances in physics when such functions can be used for parametrization in a Monte

The Effect of Parameters Change of a Sem
โœ R. K. Jain ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 205 KB ๐Ÿ‘ 2 views

This paper examines the changes in parameters of a Semi-Markov model and ita impact on interval transition probabilities. Computational techniques used to illustrate that t.he model ie sensitive enough to depict changes in the interval transition probabilities if the paramters of the model are modif

The trace of a one-dimensional Markov pr
โœ Heidrun Seidel ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 565 KB

The trace of a one-dimensional MARHOV process with LBVY measure By HEIDRUN SEIDEL of Dresden (Eingegangen am 10. 10. 1979) Q 1. Introduction Let X = ( X t , X t , P,) be a right-continuous FELLER process on the interval [O, I] with infinitesimal generator $ of the form (1.1) gm:, = D,DJ(x) + b ( 4 f