The Q-matrix problem 2 : Kolmogorov backward equations

David Williams

Séminaire de probabilités de Strasbourg (1976)

  • Volume: 10, page 505-520

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Williams, David. "The Q-matrix problem 2 : Kolmogorov backward equations." Séminaire de probabilités de Strasbourg 10 (1976): 505-520. <http://eudml.org/doc/113093>.

@article{Williams1976,
author = {Williams, David},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Q-matrix problem; Kolmogorov backward equations},
language = {eng},
pages = {505-520},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The Q-matrix problem 2 : Kolmogorov backward equations},
url = {http://eudml.org/doc/113093},
volume = {10},
year = {1976},
}

TY - JOUR
AU - Williams, David
TI - The Q-matrix problem 2 : Kolmogorov backward equations
JO - Séminaire de probabilités de Strasbourg
PY - 1976
PB - Springer - Lecture Notes in Mathematics
VL - 10
SP - 505
EP - 520
LA - eng
KW - Q-matrix problem; Kolmogorov backward equations
UR - http://eudml.org/doc/113093
ER -

References

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  4. [4] D. Freedman, Approximating Markov chains, Holden-Day, San Francisco, 1971. 
  5. [5] R.K. Getoor, Markov processes: Ray processes and right processes, Lect. Notes vol. 440, 1975. Zbl0299.60051
  6. [6] K. Ito, Poisson point processes attached to Markov processes, Proc. 6th Berkeley Symposium, vol. III, 225-240, 1971. Zbl0284.60051
  7. [7] D.G. Kendall, A totally unstable denumerable Markov process, Quart. J. Math. Oxford9, 149-160, 1958. Zbl0081.13301MR97852
  8. [8] D.G. Kendall and G.E.H. Reuter, Some pathological Markov processes with a denumerable infinity of states and the associated semigroups of operators on l, Proc. Intern. Congress Math.1954 (Amsterdam) 3, 377-415, 1956. Zbl0073.12901MR88831
  9. [9] J.F.C. Kingman, Regenerative phenomena, Wiley, London, New York, 1972. Zbl0236.60040MR350861
  10. [10] J.F.C. Kingman, A property of the derivatives of Markov transition properties, Quart. J. Math. Oxford (2) 26, 121-128, 1975. Zbl0324.60058MR370773
  11. [11] B. Maisonneuve, Systèmes régénératifs, Astérisque15, Société Mathématique de France, 1974. Zbl0285.60049MR350879
  12. [12] J. Neveu; Une généralisation des processus à accroissements positifs indépendants, Abh. Math. Sem. Univ. Hamburg25, 36-61, 1961. Zbl0103.36303MR130714
  13. [13] G.E.H. Reuter, Denumerable Markov processes and the associated contraction semi-groups on l, Acta. Math.97, 1-46, 1957. Zbl0079.34703MR102123
  14. [14] G.E.H. Reuter, Remarks on a Markov chain example of Kolmogorov, Z. Wahrscheinlichkeitstheorie13, 315-320, 1969. Zbl0176.47803MR258132
  15. [15] D.W. Stroock and S.R.S. Varadhan, Diffusion processes with continuous coefficients: I, II, Co m. Pure Appl. Math.XXII, 345-400, 479-530, 1969. Zbl0175.44802
  16. [16] D. Williams, The Q-matrix problem, Séminaire de Prob. Strasbourg X. Zbl0361.60035

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