Conditioning continuous-time markov processes by guiding

HIGHLIGHTS

• who: Corstanje et al. from the researchchalmersse offers the possibility of retrieving research publications produced at Chalmers University of Technology. have published the paper: Conditioning continuous-time Markov processes by guiding, in the Journal: (JOURNAL) of 30/Nov/2021
• what: It is the aim of this paper to provide a general framework for this. The authors provide conditions to ensure that absolute continuity also holds in the limit t u2191 T. To prove this, the authors fix a constant t0 u2208 [0, T) and impose the following assumptions. The authors show that Eu25e6T (hu0304 Tu03ba . . .
  

   

  

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