Absolute continuity of Markov processes

Hiroshi Kunita

Séminaire de probabilités de Strasbourg (1976)

  • Volume: 10, page 44-77

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Kunita, Hiroshi. "Absolute continuity of Markov processes." Séminaire de probabilités de Strasbourg 10 (1976): 44-77. <http://eudml.org/doc/113090>.

@article{Kunita1976,
author = {Kunita, Hiroshi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {absolute continuity of Markov processes; Hunt process; right-continuous multiplicative functional},
language = {eng},
pages = {44-77},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Absolute continuity of Markov processes},
url = {http://eudml.org/doc/113090},
volume = {10},
year = {1976},
}

TY - JOUR
AU - Kunita, Hiroshi
TI - Absolute continuity of Markov processes
JO - Séminaire de probabilités de Strasbourg
PY - 1976
PB - Springer - Lecture Notes in Mathematics
VL - 10
SP - 44
EP - 77
LA - eng
KW - absolute continuity of Markov processes; Hunt process; right-continuous multiplicative functional
UR - http://eudml.org/doc/113090
ER -

References

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  1. [1] R.M. Blumenthal - R.K. Getoor ; Markov processes and Potential theory, Academic press1968. Zbl0169.49204MR264757
  2. [2] D.A. Dawson ; Equivalence of Markov processes, Trans. Amer. Math. Soc., 131, 1-31 (1968). Zbl0159.46701MR230375
  3. [3] C.D. Doléans-Dade ; Quelques applications de la formula de changement de variables les martingalesZ, Wahlscheinlichkeitstheorie, 16, 181-194 (1970). Zbl0194.49104MR283883
  4. [4] E.B. Dynkin ; Markov processes, (English translation), Springer-Verlag, 1965. Zbl0132.37901MR193671
  5. [5] G.A. Hunt ; Markov process and potentials, III, Illinois J. Math.2, 151-213 (1958). Zbl0100.13804
  6. [6] K. Itô - H.P. McKean ; Diffusion processes and their sample paths, Springer, Berlin, 1965. Zbl0127.09503
  7. [7] K. Itô - S. Watanabe; Transformation of Markov processes by multiplicative functional, Ann Inst. Fourier15, 13-30 (1965). Zbl0141.15103MR184282
  8. [8] H. Kunita ; Local martingale, in preparation. 
  9. [9] H. Kunita - T. Watanabe; Notes on transformations of Markov processes connected with multiplicative functionals, Mem. Fac. Sci. Kyushu Univ. A17, 181-191 (1963). Zbl0144.40203MR163358
  10. [10] H. Kunita - S. Watanabe; On square integrable martingales, Nagoya J. of Math.30 (1967), 209-245. Zbl0167.46602MR217856
  11. [11] P.A. Meyer ; Fonctionnelles multiplicatives et additives de Markov, Ann. Inst. Fourier12, 125-230 (1962). Zbl0138.40802MR140148
  12. [12] P.A. Meyer ; Probability and potentials, Ginn. (Blaisdall), 1966. Zbl0138.10401MR205288
  13. [13] P.A. Meyer ; La perfection en probabilité, Seminaire de Probabilités VI, Lecture Notes in Math., 258 (1972). Zbl0238.60048MR375478
  14. [14] J. Neveu ; Martingales à temps discret, Masson & cie, 1972. 
  15. [15] S. Orey ; Radon-Nikodym derivatives of probability measures ; martingale methods, Lecture note at Tokyo University of Education1974. MR443068
  16. [16] A.V. Skorokhod ; Studies in the theory of random processesAddison-Wesley, 1965. Zbl0146.37701MR185620
  17. [17] T.B. Walsh ; The perfection of multiplicative functionals, Seminarie de Probabilités VI, Lecture Notes in Math., 258 (1972). Zbl0241.60061MR373028
  18. [18] T.B. Walsh - M. Weil; Représentation des temps terminaux et applications aux fonctionnelles additives et aux systémes de Lévy, Ann Sci. Ec. Norm. Sup5, 121-155 (1972). Zbl0241.60060MR303613
  19. [19] S. Watanabe ; On discontinuous additive functionals and Lévy measures of a Markov process, Japanese J. of Math34m53-70 (1964). Zbl0141.15703MR185675

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