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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 535–548
(Mi tvp1093)
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This article is cited in 3 scientific papers (total in 3 papers)
A criterion of the Markov property for continuous semi-Markov processes
B. P. Harlamov Leningrad
Abstract:
We consider a continuous semi-Markov process on a metric space $X$ and investigate
the operator
$$
A_\lambda(\varphi|x)=\lim_{r\to 0}\frac{1}{m_r(x)}\biggl(\int_{R_+\times X}e^{-\lambda t}\varphi(x_1)F_{\tau_r}(dt\times dx_1|x)-\varphi(x)\biggr),
$$
where $m_r(x)=\int_0^\infty tF_{\tau_r}(dt\times X)$, $F_{\tau_r}(dt\times dx_1|x)$ is the distribution of the time and point of the first exit from the spherical neighbourhood of the initial point $x$, $r$ is the
radius of this neighbourhood, $\lambda\geqslant 0$, and $\varphi$ is a measurable bounded function. Under some regularity conditions the semi-Markov process is a Markov process iff
$$
A_\lambda(\varphi|x)=A_0(\varphi|x)-\lambda b(x)\varphi(x),\qquad\text{where}\quad0\leqslant b(x)\leqslant 1.
$$
Received: 10.02.1978
Citation:
B. P. Harlamov, “A criterion of the Markov property for continuous semi-Markov processes”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 535–548; Theory Probab. Appl., 25:3 (1980), 526–539
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