Any Markov Process in a Borel Space has a Transition Function

DOI10.1137/1125049MaRDI QIDQ3906228zbMATH OpenOpenAlexFDO

Authors S. E. Kuznetsov

Publication date 1980

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1125049

zbMATH Keywords

Markov propertyKolmogorov-Chapman equationtransition function

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35)

Cited in

(8)

• Kolmogorov's equations for jump Markov processes and their applications to control problems
• On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
• Average optimality for continuous-time Markov decision processes under weak continuity conditions
• Markov Processes and Their Applications to Partial Differential Equations: Kuznetsov’s Contributions
• Markov processes with restart
• On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
• Nonhomogeneous Markov processes
• Kolmogorov's equations for jump Markov processes with unbounded jump rates

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