Continuity of non-stationary transition matrices

Robert Fernholz

Stochastic Processes and their Applications, 1978, vol. 6, issue 3, 261-266

Abstract: Conditions are given implying the continuity of the transition functions in a standard Markov transition matrix. An example of a standard transition matrix with discontinuous transition functions is presented and its relation to the Kolmogorov differential equations is discussed.

Date: 1978
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