Perturbations of continuous-time Markov chains

Pei-Sen Li

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arXiv · 1611.01254

Perturbations of continuous-time Markov chains

Pei-Sen Li

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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.

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Pei-Sen Li. 2016-11-04. Perturbations of continuous-time Markov chains. https://arxiv.org/abs/1611.01254

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