A family of L 2-spaces associated to the jumps of a Markov process
Open Mathematics (2011)
- Volume: 9, Issue: 3, page 709-714
- ISSN: 2391-5455
Access Full Article
top
Abstract
topHow to cite
topValentin Grecea. "A family of L 2-spaces associated to the jumps of a Markov process." Open Mathematics 9.3 (2011): 709-714. <http://eudml.org/doc/269579>.
@article{ValentinGrecea2011,
abstract = {Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.},
author = {Valentin Grecea},
journal = {Open Mathematics},
keywords = {Additive functional; Purely discontinuous martingale; Nonbranching point; Totally inaccessible jump; additive functional; purely discontinuous martingale; non-branching point; totally inaccessible jump},
language = {eng},
number = {3},
pages = {709-714},
title = {A family of L 2-spaces associated to the jumps of a Markov process},
url = {http://eudml.org/doc/269579},
volume = {9},
year = {2011},
}
TY - JOUR
AU - Valentin Grecea
TI - A family of L 2-spaces associated to the jumps of a Markov process
JO - Open Mathematics
PY - 2011
VL - 9
IS - 3
SP - 709
EP - 714
AB - Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.
LA - eng
KW - Additive functional; Purely discontinuous martingale; Nonbranching point; Totally inaccessible jump; additive functional; purely discontinuous martingale; non-branching point; totally inaccessible jump
UR - http://eudml.org/doc/269579
ER -
References
top- [1] Benveniste A., Jacod J., Systèmes de Lévy des processus de Markov, Invent. Math., 1973, 21(3), 183–198 http://dx.doi.org/10.1007/BF01390195 Zbl0265.60074
- [2] Dellacherie C., Meyer P.-A., Probabilités et Potentiel, Chapters I–IV, V–VIII, XII–XVI, Actualités Sci. Indust., 1372, 1385, 1417, Hermann, Paris, 1975, 1980, 1987
- [3] Dynkin E.B., Additive functionals of a Wiener process determined by stochastic integrals, Teor. Verojatnost. i Primenen., 1960, 5, 441–452 (in Russian) Zbl0248.60056
- [4] Getoor R.K., Markov Processes: Ray Processes and Right Processes, Lecture Notes in Math., 440, Springer, Berlin-New York, 1975 Zbl0299.60051
- [5] Kunita H., Watanabe S., On square integrable martingales, Nagoya Math. J., 1967, 30, 209–245 Zbl0167.46602
- [6] Venttsel A.D., Nonnegative additive functionals of Markov processes, Dokl. Akad. Nauk SSSR, 1961, 137, 17–20 (in Russian)
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.