Tsukuba Journal of Mathematics
- Tsukuba J. Math.
- Volume 37, Number 1 (2013), 27-50.
Interactive infinite Markov particle systems with jumps
In  we investigated independent infinite Markov particle systems as measure-valued Markov processes with jumps, and we gave sample path properties and martingale characterizations. In particular, we investigated the exponent of Hölder-right continuity in case that the motion process is absorbing α-stable motion on (0,∞) with 0 < α < 2, that is, time-changed absorbing Brownian motions on (0,∞) by the increasing α/2-stable Lévy processes.In the present paper we shall extend the results to the case of simple interactive infinite Markov particle systems. We also consider the absorbing stable motion on a half space H = Rd−1 × (0,∞) as a motion process.
Tsukuba J. Math., Volume 37, Number 1 (2013), 27-50.
First available in Project Euclid: 15 July 2013
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Hiraba, Seiji. Interactive infinite Markov particle systems with jumps. Tsukuba J. Math. 37 (2013), no. 1, 27--50. doi:10.21099/tkbjm/1373893404. https://projecteuclid.org/euclid.tkbjm/1373893404