NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS

DOI10.2206/KYUSHUMFS.17.181MaRDI QIDQ5521120zbMATH OpenOpenAlexFDO

Authors Hiroshi Kunita, Takesi Watanabe

Publication date 1963

Published in Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushumfs.17.181

zbMATH Keywords

probability theory

Cited in

(17)

• Transformations of diffusion and Schrödinger processes
• Diffusions with singular drift related to wave functions
• Drift transforms and Green function estimates for discontinuous processes
• \(h\)-transform of Doob and nonlocal branching processes
• Transformation of Markov processes by multiplicative functionals
• Noyau potentiel associé à une fonction excessive d'un processus de Markov
• Existence of dual processes
• Regular points, transversal sets, and Dirichlet problem for standard processes
• Gaugeability and conditional gaugeability
• Germ sigma fields and the natural state space of a Markov process
• Zero-One Laws and the Minimum of a Markov Process
• Martingale approach for tail asymptotic problems in the generalized Jackson network
• Markov modulated fluid network process: tail asymptotics of the stationary distribution
• State constrained reachability for stochastic hybrid systems
• Transformation of branching Markov processes
• Feine Topologie am Martinrand eines Standardprozesses
• Absolute Continuity of Markov Processes and Generators

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