A fundamental property of Markov processes with an application to equivalence under time changes
It is shown that Markov processes traverse their trajectories in just one way, and applications are given to the Blumenthal, Getoor and McKean theorem.
KeywordsProbability Measure Markov Process Transition Function Point Mass Sample Path
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- 2.R. V. Chacon and B. Jamison,Processes with state-dependent hitting probabilities and their equivalence under time changes, to appear in Advances in Math.Google Scholar
- 7.P. A. Meyer,La theorie de la prediction de F. Knight, Seminaire de Pr. X, Lecture Notes n° 57, Springer-Verlag, 1976.Google Scholar
- 8.R. V. Chacon and B. Jamison,Sample path consistency for Markov processes, to appear.Google Scholar
- 9.R. V. Chacon and B. Jamison,Traversal times of Markov processes, Bull. Amer. Math. Soc.1 (1979).Google Scholar
© Hebrew University 1979