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math.PR2013★ 1 cited
On solutions of Kolmogorov's equations for jump Markov processes
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solu…
math.PR2011
Extension of Lyapunov's Convexity Theorem to Subranges
Peng Dai, Eugene A. Feinberg
Consider a measurable space with a finite vector measure. This measure defines a mapping of the -field into a Euclidean space. According to Lyapunov's convexity theorem, the ran…