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Showing 1 to 3 of 3 for “"Markov-Prozess"”.
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Diffusion Processes with Reflection
… Diffusion handelt es sich um einen reversiblen Markov Prozess mit Werten in der Menge von Wahrscheinlichkeitsmaßen auf dem Einheitsintervall. Das Ziel ist es, ein Partikelsystem zu definieren, so dass der zugehörige Prozess von empirischen Maßen schwach gegen die Wasserstein Diffusion …
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Markovian simple counting processes and models of ordered Random variables
… Especially we are interested in the Markovian structure of pure birth processes and models of ordered random variables. We prove that the jump times of pure birth processes coincide (in distribution) with Pfeifers record values (record values where the distribution of the underlying …
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The Symbol of a Markov Semimartingale
We prove that every (nice) Feller process is an It^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980). Next we generalize the notion of the symbol and define it for this larger class of processes. As examples the solutions of stochastic differential equations are considered. The …