Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes

2005 ◽  
pp. 326-343 ◽  
Author(s):  
Raymond Rishel
Keyword(s):  
Markov Processes ◽  
Conditional Probabilities ◽  
Partially Observed ◽  
Jump Markov Processes

scholarly journals Partially observed control of Markov processes, IV

1992 ◽  
Vol 109 (2) ◽  
pp. 215-256 ◽  
Author(s):  
Omar Hijab
Keyword(s):  
Markov Processes ◽  
Partially Observed

scholarly journals Poincaré-Type Inequalities for Compact Degenerate Pure Jump Markov Processes

Mathematics ◽  
2019 ◽  
Vol 7 (6) ◽  
pp. 518 ◽  
Author(s):  
Pierre Hodara ◽  
Ioannis Papageorgiou
Keyword(s):  
Membrane Potential ◽  
Point Process ◽  
Markov Processes ◽  
Relevant Information ◽  
Neural System ◽  
Brain Neurons ◽  
Actual Position ◽  
The Past ◽  
Poincaré Type Inequalities ◽  
Jump Markov Processes

We aim to prove Poincaré inequalities for a class of pure jump Markov processes inspired by the model introduced by Galves and Löcherbach to describe the behavior of interacting brain neurons. In particular, we consider neurons with degenerate jumps, i.e., which lose their memory when they spike, while the probability of a spike depends on the actual position and thus the past of the whole neural system. The process studied by Galves and Löcherbach is a point process counting the spike events of the system and is therefore non-Markovian. In this work, we consider a process describing the membrane potential of each neuron that contains the relevant information of the past. This allows us to work in a Markovian framework.

Jump Markov processes

2003 ◽  
pp. 171-192
Keyword(s):  
Markov Processes ◽  
Jump Markov Processes

Jump Markov Processes

2014 ◽  
pp. 171-193
Keyword(s):  
Markov Processes ◽  
Jump Markov Processes

scholarly journals Optimal stopping for partially observed piecewise-deterministic Markov processes

2013 ◽  
Vol 123 (8) ◽  
pp. 3201-3238 ◽  
Author(s):  
Adrien Brandejsky ◽  
Benoîte de Saporta ◽  
François Dufour
Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
Piecewise Deterministic Markov Processes ◽  
Partially Observed

Uniqueness in law for pure jump Markov processes

1988 ◽  
Vol 79 (2) ◽  
pp. 271-287 ◽  
Author(s):  
R. F. Bass
Keyword(s):  
Markov Processes ◽  
Uniqueness In Law ◽  
Jump Markov Processes
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