Abstract
We give sharp sufficient conditions for nonexplosions and explosions in Markov pure jump processes in terms of the holding time parameters and moments of the jump distributions.
Citation
G. Kersting. F. C. Klebaner. "Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes." Ann. Probab. 23 (1) 268 - 272, January, 1995. https://doi.org/10.1214/aop/1176988386
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