EUDML | On the reconstruction of a killed Markov process

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Displaying similar documents to “On the reconstruction of a killed Markov process”

A family of L 2-spaces associated to the jumps of a Markov process

Valentin Grecea (2011)

Open Mathematics

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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.

Two footnotes to a theorem of Ray

John B. Walsh (1971)

Séminaire de probabilités de Strasbourg

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Absolute continuity of Markov processes

Hiroshi Kunita (1976)

Séminaire de probabilités de Strasbourg

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Optimal state estimation of a Markov process from point process observations

Tran Hung Thao (1991)

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications

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Jumping Markov Processes

J. Jacod, A. V. Skorokhod (1996)

Annales de l'I.H.P. Probabilités et statistiques

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Poisson representation of strict regular step filtrations

Frank B. Knight (1986)

Séminaire de probabilités de Strasbourg

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Additive functionals and excursions of Kuznetsov processes.

Boutabia, Hacène (2005)

International Journal of Mathematics and Mathematical Sciences

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Predictable local times and exit systems

Haya Kaspi, Bernard Maisonneuve (1986)

Séminaire de probabilités de Strasbourg

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