Perturbations of continuous-time Markov chains
Probability
2016-11-07 v1
Abstract
The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.
Cite
@article{arxiv.1611.01254,
title = {Perturbations of continuous-time Markov chains},
author = {Pei-Sen Li},
journal= {arXiv preprint arXiv:1611.01254},
year = {2016}
}