Abstract
Let {x(·) be a stochastic process with state space (X X) on a filtered probability space (Ω, ℱ, P; ℱ(t), t ∈ I). The process is called a Markov process if when s < t and A ∈ X, then
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© 2001 Springer-Verlag Berlin Heidelberg
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Doob, J.L. (2001). Markov Processes. In: Classical Potential Theory and Its Probabilistic Counterpart. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56573-1_25
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DOI: https://doi.org/10.1007/978-3-642-56573-1_25
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-41206-9
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