Additive functionals of Markov processes and stochastic systems
Evgeny B. Dynkin (1975)
Annales de l'institut Fourier
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Intuitively, an additive functional of a stochastic process gives a method to measure time taking into account the development of the process. We associate with any set of states the mathematical expectation of time belongs to . In this way, we establish to one-to-one correspondence between all the normal additive functionals of a Markov process and all the -finite measures on the state space which charge no inaccessible set. This is proved under the condition that transition...