Incomplete discontinuous Markov processes
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SummaryThe present paper generalizes the results of the author's paper [2] on “Discontinuous Markov processes” to processes that are incompletely specified. These results are then used to develop a step-by-step method of solution for processes involving several kinds of “jumps”, where at the first step one solves for the transition probabilities involving jumps of the first kind, but not of the second, third, etc., at the second step for transition probabilities involving jumps of the first and second, but not the third, fourth, etc. kinds, and so on. Some examples are given.
1965 ◽
Vol 2
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pp. 69-78
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2019 ◽
Vol 10
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pp. 65
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2014 ◽
Vol 13
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pp. 4675-4682
2014 ◽
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pp. 2537-2540
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1999 ◽
Vol 30
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pp. 324-331
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2015 ◽
Vol 15
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pp. 97-110
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2007 ◽
Vol 1
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pp. 74-80
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