Perturbations of continuous-time Markov chains

被引：0
|
作者：
Li, Pei-Sen [1 ]
机构：
[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 125卷
关键词：
Continuous-time Markov chain; Integration by parts formula; Perturbation; Feller minimal transition function; Regularity;
D O I：
10.1016/j.spl.2017.01.018
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and an integration by parts formula is established for the associated Feller minimal transition functions. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：17 / 24
页数：8
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