Taboo probability functions
We proceed to develop the continuous parameter analogue of the theory of taboo probabilities given in § I.9. While the intuitive content is easily seen the formal details must be treated with caution and the main result (Theorem 8 below) depends essentially on the strong Markov property discussed in § 9 and its consequences given in Theorems 6 and 7 here. Some interesting properties of an instantaneous state are obtained as by-product which will perhaps play a role in a further study.
KeywordsTransition Matrix Instantaneous State Continuous Parameter Sample Function Stationary Transition Probability
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