The Q-matrix problem 2 : Kolmogorov backward equations
Séminaire de probabilités de Strasbourg (1976)
- Volume: 10, page 505-520
Access Full Article
topHow to cite
topWilliams, 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
top- [1] J. Azema, Une remarque sur les temps de retour, trois applications, Séminaire de Prob. Strasbourg VI, Lect. Notes vol. 258, 1972. Zbl0231.60066MR381010
- [2] K.L. Chung, Markov chains with stationary transition probabilities, Springer, Berlin, (2nd edition), 1967. Zbl0146.38401
- [3] C. Dellacherie, Ensembles épais: applications aux processus de Markov, C.R. Acad. Sci.Paris266, 1258-1261, 1968. Zbl0162.49003
- [4] D. Freedman, Approximating Markov chains, Holden-Day, San Francisco, 1971.
- [5] R.K. Getoor, Markov processes: Ray processes and right processes, Lect. Notes vol. 440, 1975. Zbl0299.60051
- [6] K. Ito, Poisson point processes attached to Markov processes, Proc. 6th Berkeley Symposium, vol. III, 225-240, 1971. Zbl0284.60051
- [7] D.G. Kendall, A totally unstable denumerable Markov process, Quart. J. Math. Oxford9, 149-160, 1958. Zbl0081.13301MR97852
- [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] J.F.C. Kingman, Regenerative phenomena, Wiley, London, New York, 1972. Zbl0236.60040MR350861
- [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] B. Maisonneuve, Systèmes régénératifs, Astérisque15, Société Mathématique de France, 1974. Zbl0285.60049MR350879
- [12] J. Neveu; Une généralisation des processus à accroissements positifs indépendants, Abh. Math. Sem. Univ. Hamburg25, 36-61, 1961. Zbl0103.36303MR130714
- [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] G.E.H. Reuter, Remarks on a Markov chain example of Kolmogorov, Z. Wahrscheinlichkeitstheorie13, 315-320, 1969. Zbl0176.47803MR258132
- [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] D. Williams, The Q-matrix problem, Séminaire de Prob. Strasbourg X. Zbl0361.60035
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.