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Kolmogorov's differential equations for non-stationary, countable state Markov processes with uniformly continuous transition probabilities
Published online by Cambridge University Press: 24 October 2008
1. summary
We shall consider a non-stationary Markov chain on a countable state space E. The transition probabilities {P(s, t), 0 ≤ s ≤ t <t0 ≤ ∞} are assumed to be continuous in (s, t) uniformly in the state i ε E.
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- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 73 , Issue 1 , January 1973 , pp. 119 - 138
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- Copyright © Cambridge Philosophical Society 1973
References
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