Kolmogorov's equations for jump Markov processes with unbounded jump rates.

Eugene A. Feinberg Manasa Mandava Albert N. Shiryaev

Published in: Ann. Oper. Res. (2022)

Keyphrases

markov processes
markov chain
markov process
stochastic processes
finite state
steady state
random walk
non stationary
transition probabilities
stochastic process
continuous time bayesian networks
continuous time markov chains
random fields
computer vision
dynamic bayesian networks
stationary distribution