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scientific article; zbMATH DE number 1303354
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scientific article; zbMATH DE number 1303354 |
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13 March 2000
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modified Lévy process
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Markov functions
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recognition of a Markov process
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0.9551218
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0.95188296
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0.9502964
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0.92970353
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The purpose of this article is to survey some recent identifications of the symmetries in Markov process theory. These lead to two interesting applications. The first is the construction of Markov functions. A Markov function \(\psi\) of a Markov process \(X_t\) is a function on the state space \(E\) with the property that \(\psi(X_t)\) is a Markov process as well. In general, functions do not satisfy this property, unless they are injections. The second application is concerned with the recognition of a Markov process as a modification of a Lévy process. This becomes an interesting question especially when there is no group structure on the state space. For the entire collection see [Zbl 0905.00067].
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