Stochastic processes on random domains

E. B. Dynkin; P. J. Fitzsimmons

Annales de l'I.H.P. Probabilités et statistiques (1987)

  • Volume: 23, Issue: S2, page 379-396
  • ISSN: 0246-0203

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Dynkin, E. B., and Fitzsimmons, P. J.. "Stochastic processes on random domains." Annales de l'I.H.P. Probabilités et statistiques 23.S2 (1987): 379-396. <http://eudml.org/doc/77314>.

@article{Dynkin1987,
author = {Dynkin, E. B., Fitzsimmons, P. J.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {projective systems of measures; stochastic processes with a random parameter set; random open convex subset; construction of Markov processes with regular paths},
language = {eng},
number = {S2},
pages = {379-396},
publisher = {Gauthier-Villars},
title = {Stochastic processes on random domains},
url = {http://eudml.org/doc/77314},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Dynkin, E. B.
AU - Fitzsimmons, P. J.
TI - Stochastic processes on random domains
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1987
PB - Gauthier-Villars
VL - 23
IS - S2
SP - 379
EP - 396
LA - eng
KW - projective systems of measures; stochastic processes with a random parameter set; random open convex subset; construction of Markov processes with regular paths
UR - http://eudml.org/doc/77314
ER -

References

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  2. [DM] C. Dellacherie and P.A. Meyer, Probabilities and Potential, Vol. I, North-Holland, Amsterdam-New York-Oxford, 1978. Zbl0494.60001MR521810
  3. [D1] E.B. Dynkin, Integral Representation of Excessive Measures and Excessive Functions, Russian Math. Surveys, Vol. 27, 1972, pp. 43-84. Zbl0321.60002MR405602
  4. [D2] E.B. Dynkin, On Duality for Markov Processes, Stochastic Analysis, A. FRIEDMAN and M. PINSKY Eds., pp. 63-77, Academic Press, New York, 1978. Zbl0494.60074MR517234
  5. [G] R.K. Getoor, On the Construction of Kernels, Lecture Notes in Math., No. 465, pp. 443-463, Springer-Verlag, New York-Heidelberg-Berlin, 1975. Zbl0321.60056MR436342
  6. [GG] R.K. Getoor and J. Glover, Constructing Markov Processes with Random Times of Birth and Death, Seminar on Stochastic Processes, 1986 (to appear). Zbl0621.60075MR902426
  7. [Ha] P. Halmos, Measure Theory, Van Nostrand, 1950. Zbl0040.16802MR33869
  8. [H] K.Y. Hu, A Generalization of Kolmogorov's Extension Theorem and an Application to the Construction of Stochastic Processes with Random Time Domains, Annals of Probability (to appear). Zbl0643.60032
  9. [Ke] D.G. Kendall, Foundations of a Theory of Random Sets, Stochastic Geometry, E. F. HARDING and D. G. KENDALL Eds., pp. 322-376, Wiley, London-New York- Sydney-Toronto, 1974. Zbl0275.60068MR423465
  10. [K1] S.E. Kuznetsov, Construction of Markov Processes with Random Times of Birth and Death, Th. Prob. Appl., Vol. 18, 1974, pp. 571-575. Zbl0296.60049
  11. [K2] S.E. Kuznetsov, Nonhomogeneous Markov Processes, Journal of Soviet Math., Vol. 25, 1984, pp. 1380-1498. Zbl0536.60076
  12. [Ma] G. Matheron, Random Sets and Integral Geometry, Wiley, New York-London- Sydney-Toronto, 1975. Zbl0321.60009MR385969
  13. [Mo] P. Morando, Mesures aléatoires, Lecture Notes in Math., No. 88, Springer-Verlag, Berlin, 1969. Zbl0183.45802

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