Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih (Q792701): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: reviewed by (P1447): Item:Q296448
Property / reviewed by
 
Property / reviewed by: Henryk Gzyl / rank
Normal rank
 

Revision as of 14:51, 12 February 2024

scientific article
Language Label Description Also known as
English
Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih
scientific article

    Statements

    Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih (English)
    0 references
    0 references
    0 references
    1984
    0 references
    This work extends and unifies previous results on identification, up to time change, of processes having identical entrance (hitting) distributions. For that, the authors introduce the notions of intrinsic trajectories, stopping times and events, and the notion of arborescent stopping times and events and verify that they satisfy the standard properties. Then they present their treatment of the results mentioned above. A related, but not similar line of work can be found in \textit{J. Glover} ''Identifying Markov processes up to time change'', Stochastic Processes, Semin. Evanston/Ill. 1982, Prog. Probab. Stat. 5, 171-194 (1983; Zbl 0529.60079).
    0 references
    identification
    0 references
    time change
    0 references
    intrinsic trajectories
    0 references
    arborescent stopping times
    0 references

    Identifiers