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Kolmogorov's differential equations for non-stationary, countable state Markov processes with uniformly continuous transition probabilities

Published online by Cambridge University Press:  24 October 2008

Gerald S. Goodman  and
S. Johansen
Gerald S. Goodman
Affiliation:
Institute of Mathematics, University of Florence
S. Johansen
Affiliation:
Department of Mathematics, Imperial College and Institute of Mathematical Statistics, University of Copenhagen
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1. summary

We shall consider a non-stationary Markov chain on a countable state space E. The transition probabilities {P(s, t), 0 ≤ s ≤ t <t0 ≤ ∞} are assumed to be continuous in (s, t) uniformly in the state i ε E.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 73 , Issue 1 , January 1973 , pp. 119 - 138
Copyright
Copyright © Cambridge Philosophical Society 1973

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References

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