Transformation of Markov processes by multiplicative functionals

K. Ito; S. Watanabe

Annales de l'institut Fourier (1965)

  • Volume: 15, Issue: 1, page 13-30
  • ISSN: 0373-0956

How to cite

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Ito, K., and Watanabe, S.. "Transformation of Markov processes by multiplicative functionals." Annales de l'institut Fourier 15.1 (1965): 13-30. <http://eudml.org/doc/73858>.

@article{Ito1965,
author = {Ito, K., Watanabe, S.},
journal = {Annales de l'institut Fourier},
keywords = {probability theory},
language = {eng},
number = {1},
pages = {13-30},
publisher = {Association des Annales de l'Institut Fourier},
title = {Transformation of Markov processes by multiplicative functionals},
url = {http://eudml.org/doc/73858},
volume = {15},
year = {1965},
}

TY - JOUR
AU - Ito, K.
AU - Watanabe, S.
TI - Transformation of Markov processes by multiplicative functionals
JO - Annales de l'institut Fourier
PY - 1965
PB - Association des Annales de l'Institut Fourier
VL - 15
IS - 1
SP - 13
EP - 30
LA - eng
KW - probability theory
UR - http://eudml.org/doc/73858
ER -

References

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  1. [1] E. B. DYNKIN, Markov processes, Moscow (1963). Zbl0158.16806
  2. [2] C. T. IONESCU TULCEA, Mesures dans les espaces produits, Atti Acad. Naz. Lincei Rend. Cl. Sci. Fis. Mat. Nat. (8), 7 (1949), 208-211. Zbl0035.15203
  3. [3] K. ITÔ and H. P. MCKEAN, Jr., Diffusion processes and their sample paths, Grundlehre d. Math. Wiss. Bd. 125, Springer, Berlin, 1965. Zbl0127.09503MR33 #8031
  4. [4] H. KUNITA and T. WATANABE, Notes on transformations of Markov processes connected with multiplicative functionals, Memoirs of Fac. Sci. Kyushu Univ. Ser. A. Math., 17 (1963), 181-191. Zbl0144.40203MR29 #661
  5. [5] P. A. MEYER, A decomposition theorem for supermartingales, Ill. Jour. Math., 6, 2 (1962), 193-205. Zbl0133.40304MR28 #2576
  6. [6] P. A. MEYER, Decomposition of supermartingales : The uniqueness theorem, Ill. Jour. Math., 7-1 (1963), 1-17. Zbl0133.40401MR26 #1927
  7. [7] B. A. SEVAST'YANOV, Extinction conditions for branching stochastic processes with diffusion, Th. Prob. Appl., 5-3 (1961). 
  8. [8] V. A. VOLKONSKY, Additive functionals of Markov processes, Trudy Moskov. Mat. Obs., 9 (1960), 143-189. Zbl0178.53404MR25 #610

Citations in EuDML Documents

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  1. Jean Jacod, Projection prévisible et décomposition multiplicative d'une semi-martingale positive
  2. Hiroshi Kunita, Absolute continuity of Markov processes
  3. Catherine Doléans-Dade, Paul-André Meyer, Intégrales stochastiques par rapport aux martingales locales
  4. Hans Föllmer, Philip Protter, Local martingales and filtration shrinkage
  5. Hans Föllmer, Philip Protter, Local martingales and filtration shrinkage
  6. Paul-André Meyer, Un cours sur les intégrales stochastiques (exposés 1 à 6)
  7. M. Métivier, J. Pellaumail, A Basic Course on General Stochastic Integration

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