{"title":"论纯跃迁马尔可夫过程的前向和后向科尔莫哥洛夫方程及其泛化","authors":"E. A. Feinberg, A. N. Shiryaev","doi":"10.1137/s0040585x97t991684","DOIUrl":null,"url":null,"abstract":"Theory of Probability &Its Applications, Volume 68, Issue 4, Page 643-656, February 2024. <br/> In the present paper, we first give a survey of the forward and backward Kolmogorov equations for pure jump Markov processes with finite and countable state spaces, and then describe relevant results for the case of Markov processes with values in standard Borel spaces based on results of W. Feller and the authors of the present paper.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"20 1","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2024-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations\",\"authors\":\"E. A. Feinberg, A. N. Shiryaev\",\"doi\":\"10.1137/s0040585x97t991684\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Theory of Probability &Its Applications, Volume 68, Issue 4, Page 643-656, February 2024. <br/> In the present paper, we first give a survey of the forward and backward Kolmogorov equations for pure jump Markov processes with finite and countable state spaces, and then describe relevant results for the case of Markov processes with values in standard Borel spaces based on results of W. Feller and the authors of the present paper.\",\"PeriodicalId\":51193,\"journal\":{\"name\":\"Theory of Probability and its Applications\",\"volume\":\"20 1\",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2024-02-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Probability and its Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1137/s0040585x97t991684\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/s0040585x97t991684","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
概率论及其应用》(Theory of Probability &Its Applications),第 68 卷第 4 期,第 643-656 页,2024 年 2 月。 在本文中,我们首先对具有有限和可数状态空间的纯跃迁马尔可夫过程的前向和后向科尔莫哥洛夫方程进行了考察,然后根据 W. Feller 和本文作者的结果,描述了在标准伯尔空间中具有值的马尔可夫过程情况下的相关结果。
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
Theory of Probability &Its Applications, Volume 68, Issue 4, Page 643-656, February 2024. In the present paper, we first give a survey of the forward and backward Kolmogorov equations for pure jump Markov processes with finite and countable state spaces, and then describe relevant results for the case of Markov processes with values in standard Borel spaces based on results of W. Feller and the authors of the present paper.
期刊介绍:
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.