Representations of Markov processes as multiparameter time changes

DOI10.1214/AOP/1176994660zbMath0442.60072OpenAlexW2034895724MaRDI QIDQ1143716

Thomas G. Kurtz

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994660

zbMATH Keywords

random time changemartingale problemstopping timesinfinite particle systemsmultiparameter martingales

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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