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Two-Sided Time-Homogeneous Markov Processes

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Seminar on Stochastic Processes, 1984

Part of the book series: Progress in Probability and Statistics ((PRPR,volume 9))

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Abstract

The purpose of this paper is to discuss conditions under which it is possible to construct a Markov process indexed by IR with random times of birth and death and which is time-homogeneous in both directions.

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References

  1. B.W. Atkinson. “Two-sided Markov chains.” Preprint (1984).

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  2. K.L. Chung and J.B. Walsh. “To reverse a Markov process.” Acta. Math. 123, 225–251 (1969).

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  3. S.E. KUZNETSOV. “Construction of Markov processes with random times of birth and death.” Th. Prob. Appl. 18, 571–575 (1973).

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  4. J.B. MITRO. “Dual Markov processes: Construction of a useful auxiliary process.“ Z. Währ. verb). Geb. 47, 139–156 (1979).

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  5. D.W. Stroock. “On the spectrum of Markov semi-groups and the existence of invariant measures.“ Functional Analysis in Markov Processes, Lecture notes in Math. 923, pp. 286–307. Springer-Verlag, New York, 1982.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Florida, 32611, Gainesville, Florida, USA

    Bruce W. Atkinson

Authors
  1. Bruce W. Atkinson
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Editor information

Editors and Affiliations

  1. Civil Engineering Department, Princeton University, 08544, Princeton, New Jersey, USA

    E. Çinlar

  2. Department of Mathematics, Stanford University, 94305, Stanford, California, USA

    K. L. Chung

  3. Department of Mathematics, University of California, 92093, San Diego La Jolla, California, USA

    R. K. Getoor

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© 1986 Birkhäuser Boston, Inc.

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Atkinson, B.W. (1986). Two-Sided Time-Homogeneous Markov Processes. In: Çinlar, E., Chung, K.L., Getoor, R.K. (eds) Seminar on Stochastic Processes, 1984. Progress in Probability and Statistics, vol 9. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6745-1_1

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  • DOI: https://doi.org/10.1007/978-1-4684-6745-1_1

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-6747-5

  • Online ISBN: 978-1-4684-6745-1

  • eBook Packages: Springer Book Archive

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