A compensator characterization of point processes on topological lattices.
Chemins croissants optionnels et théorème de section
Stopping Markov processes and first path on graphs
Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a noncombinatorial method to compute the law of stopping. Several examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a noncombinatorial manner to compute the law of a first given path among a set of stopping paths.We prove the existence of a minimal Markov chain without oversized information....
Page 1