On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
Probability
2016-11-18 v2
Abstract
In this paper, we obtain new drift-type conditions for nonexplosion and explosion for nonhomogeneous Markov pure jump processes in Borel state spaces. The conditions are sharp; e.g., the one for nonexplosion is necessary if the state space is in addition locally compact and the -function satisfies weak Feller-type and local boundedness conditions. We comment on the relations of our conditions with the existing ones in the literature, and demonstrate some possible applications.
Keywords
Cite
@article{arxiv.1511.05011,
title = {On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes},
author = {Yi Zhang},
journal= {arXiv preprint arXiv:1511.05011},
year = {2016}
}