Equivalence of Markov Processes

DOI10.2307/1994677MaRDI QIDQ5545089zbMATH OpenOpenAlexFDO

Authors Donald A. Dawson

Publication date 1968

Full work available at URL https://doi.org/10.2307/1994677

zbMATH Keywords

probability theory

Cites work

• Additive Functionals and Excessive Functions
• Decomposition of supermartingales: The uniqueness theorem
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• Lectures on potential theory. Notes by K. N. Gowrisankaran and M. K. Venkatesha Murthy
• Radon-Nikodym Derivatives of Gaussian Measures
• Semimartingales and Subharmonic Functions

Cited in

(8)

• Stochastic processes in a finite space interval
• Absolute continuity of symmetric diffusions
• Equivalent martingale measures for Lévy-driven moving averages and related processes
• Two theorems on Hunt's hypothesis (H) for Markov processes
• Equivalent and absolutely continuous measure changes for jump-diffusion processes
• Geostochastic calculus
• Local Behaviour of Solutions of Stochastic Integral Equations
• Criteria for what makes a local optional martingale a true martingale

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