Left continuous moderate Markov processes

DOI10.1007/BF00535496MaRDI QIDQ3048016zbMATH OpenOpenAlexFDO

Authors Kai Lai Chung, Joseph Glover

Publication date 1979

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

Full work available at URL https://doi.org/10.1007/bf00535496

zbMATH Keywords

Markov processpotential theorypredictable stopping timeleft continuous moderate Markov processesright continuous strong Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Cites work

• scientific article; zbMATH DE number 3223984 (Why is no real title available?)
• scientific article; zbMATH DE number 3383357 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Cohomological topics in group theory.
• Fields, Optionality and Measurability
• Processus de Markov
• Th�orie des processus stochastiques g�n�raux applications aux surmartingales

Cited in

(8)

• Semi-Markov approach to continuous time random walk limit processes
• Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
• Strong supermartingales and limits of nonnegative martingales
• Duality theory for portfolio optimisation under transaction costs
• Intrinsically homogeneous sets, splitting times, and the big shift
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
• Nonhomogeneous Markov processes
• On the equivalence of three potential principles for right Markov processes

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