Bisimulation for Feller-Dynkin Processes

Linan Chen; Florence Clerc; Prakash Panangaden

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arXiv · 1904.00976

Bisimulation for Feller-Dynkin Processes

Linan Chen·Florence Clerc·Prakash Panangaden

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Abstract

Bisimulation is a concept that captures behavioural equivalence. It has been studied extensively on nonprobabilistic systems and on discrete-time Markov processes and on so-called continuous-time Markov chains. In the latter time is continuous but the evolution still proceeds in jumps. We propose two definitions of bisimulation on continuous-time stochastic processes where the evolution is a \emph{flow} through time. We show that they are equivalent and we show that when restricted to discrete-time, our concept of bisimulation encompasses the standard discrete-time concept. The concept we introduce is not a straightforward generalization of discrete-time concepts.

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Linan Chen, Florence Clerc, Prakash Panangaden. 2019-04-01. Bisimulation for Feller-Dynkin Processes. https://arxiv.org/abs/1904.00976

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