Changements de temps de processus de markov

DOI10.1007/BF01013311MaRDI QIDQ3868566zbMATH OpenFDO

Authors Gerard Weidenfeld

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01013311

zbMATH Keywords

additive functionalprevisible projectionsstopping timesstrong Markov process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cites work

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• Markov processes: Ray processes and right processes
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Cited in

(3)

• A discontinuous time change for natural additive functionals which preserves duality
• A note on discontinuous time changes of Markov processes
• Discontinuous time changes of semiregenerative processes and balayage theorems

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