Jump Processes

A jump process is a continuous time Markov chain i.e. a stochastic process in continuous time with some countable state space \(S\).

0.0.0.1 Contents

• Markov Property
• Jump Process Fundamentals
• Jump Process Stability & Regularity
• Jump Process Generator & Backwards Equations
• Jump Process Stationary & Limiting Distributions

0.0.0.2 Examples

• Birth-Death Processes
• Poisson Processes
  • Poisson Point Process

1 Backlinks

• Jump Process Generator & Backwards Equations
• Jump Process Stability & Regularity
• Markov Process