Feller's boundary in abstract spaces (Q793446): Difference between revisions
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Revision as of 10:45, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feller's boundary in abstract spaces |
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Feller's boundary in abstract spaces (English)
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1983
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\textit{W. Feller} [Trans. Am. Math. Soc. 83, 19-54 (1956; Zbl 0071.349)] established a boundary theory for Markov chains with countable state space. In this paper, the author shows that Feller's theory is still available for a very general state space. The author overcomes some difficulties from the generality of the space and obtains an expression of q-processes satisfying the backward Kolmogorov equation.
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backward Kolmogorov equation
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