Equivalence of Markov Processes
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Publication:5545089
DOI10.2307/1994677zbMath0159.46701OpenAlexW4235982926MaRDI QIDQ5545089
Publication date: 1968
Full work available at URL: https://doi.org/10.2307/1994677
Related Items (7)
Equivalent martingale measures for Lévy-driven moving averages and related processes ⋮ Absolute continuity of symmetric diffusions ⋮ Local Behaviour of Solutions of Stochastic Integral Equations ⋮ Stochastic processes in a finite space interval ⋮ Two theorems on Hunt's hypothesis (H) for Markov processes ⋮ Geostochastic calculus ⋮ Equivalent and absolutely continuous measure changes for jump-diffusion processes
Cites Work
- Lectures on potential theory. Notes by K. N. Gowrisankaran and M. K. Venkatesha Murthy
- Decomposition of supermartingales: The uniqueness theorem
- Additive Functionals and Excessive Functions
- Radon-Nikodym Derivatives of Gaussian Measures
- Semimartingales and Subharmonic Functions
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