On the reconstruction of a killed Markov process

Sadao Sato

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 540-559

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Sato, Sadao. "On the reconstruction of a killed Markov process." Séminaire de probabilités de Strasbourg 26 (1992): 540-559. <http://eudml.org/doc/113822>.

@article{Sato1992,
author = {Sato, Sadao},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {killed Markov process; multiplicative functional; inversion formula of killing},
language = {eng},
pages = {540-559},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the reconstruction of a killed Markov process},
url = {http://eudml.org/doc/113822},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Sato, Sadao
TI - On the reconstruction of a killed Markov process
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 540
EP - 559
LA - eng
KW - killed Markov process; multiplicative functional; inversion formula of killing
UR - http://eudml.org/doc/113822
ER -

References

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  1. [A] J. Azéma, Quelques applications de la théorie générale des processus I, Invent. Math.18, 1972, 293-336. Zbl0268.60068MR326848
  2. [BG] R.M. Blumenthal and R.K. Getoor, "Markov processes and potential theory , "New York, Academic Press, 1968. Zbl0169.49204MR264757
  3. [D] C. Doléans-Dade, Quelques applications de la formule de changement de variables pour les semimartingales. ZW, 16, 1970, 181-194. Zbl0194.49104MR283883
  4. [DM1] C. Dellacherie and P.A. Meyer, "Probabilités et potentiel," chap. I-IV, Paris, Hermann, 1975. Zbl0323.60039MR488194
  5. [DM2] C. Dellacherie and P.A. Meyer, "Probabilités et potentiel," chap. V-VIII, Paris, Hermann, 1980. MR566768
  6. [DM3] C. Dellacherie and P.A. Meyer, "Probabilités et potentiel," chap. XII-XVI, Paris, Hermann1987. MR898005
  7. [M1] P.A. Meyer, Quelques résultats sur les processus de Markov, Invent. Math.1, 1966, 101-115. Zbl0178.53403MR200977
  8. [M2] P.A. Meyer, Renaissance,recollements,mélanges,ralentissement de processus de Markov, Ann. Inst. FourierXXV(1975),465-498. Zbl0304.60041MR415784
  9. [S] M. Sharpe, "General Theory of Markov Processes , "New York, Academic Press, 1988. Zbl0649.60079MR958914
  10. [INW] N. Ikeda, M. Nagasawa, S. Watanabe, A construction of Markov processes by piecing out. Proc. Japan Acad. Sci.42, 1966, 370-375. Zbl0178.53401MR202197
  11. [YM] Ch. Yoeurp and P.A. Meyer, Sur la décomposition multiplicative des sousmartingales positives. Sém. Prob. X , 1976, 501-504, LN511. Zbl0332.60031MR448545

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