Equivalent descriptions of perturbed Markov processes

Paul D. Feigin and Eliezer Rubinstein

Stochastic Processes and their Applications, 1979, vol. 9, issue 3, 261-272

Abstract: 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.

Keywords: Time; transformation; pertubed; Markov; process; state; transformation; replacement (search for similar items in EconPapers)
Date: 1979
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