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Equivalent descriptions of perturbed Markov processes

Perturbation models as described in detail by Syski [9] are investigated from the point of view of transformations of time or of state. We consider whether the perturbed Markov process is equivalent to a state or time transformation of a process similar to the unperturbed one. Ways of ensuring such equivalences are discussed and a brief look at perturbations for continuous parameter, continuous state space processes is also taken.
Year of publication:
1979
Authors: Feigin, Paul D. ; Rubinstein, Eliezer
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 9.1979, 3, p. 261-272
Publisher: Elsevier
Keywords: Time transformation pertubed Markov process state transformation replacement
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10008875793
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