Markov Processes: Ray Processes and Right Processes

Getoor, Ronald K.

Markov Processes: Ray Processes and Right Processes [electronic resource] / by Ronald K. Getoor. - VIII, 124 p. online resource. - Lecture Notes in Mathematics, 440 0075-8434 ; . - Lecture Notes in Mathematics, 440 .

Preliminaries -- Resolvents -- Ray resolvents and semigroups -- Increasing sequences of supermartingales -- Processes -- Processes continued -- Characterization of previsible stopping times -- Some topology and measure theory -- Right processes -- The ray knight compactification -- Comparison of processes -- Right processes continued: Shih's theorem -- Comparison of (Xt?) and (X t? * ) -- U-spaces -- The ray space.

9783540374220

10.1007/BFb0070061 doi


Distribution (Probability theory.
Probability Theory and Stochastic Processes.

QA273.A1-274.9 QA274-274.9

519.2
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