Transformation of Markov processes by multiplicative functionals

DOI10.5802/aif.192zbMath0141.15103MaRDI QIDQ2522475

Shinzo Watanabe, Kiyosi Itô

Publication date: 1965

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1965__15_1_13_0

zbMATH Keywords

probability theory

Related Items

Transformation of branching Markov processes, Quelques applications de la formule de changement de variables pour les semimartingales, The exit measure of a supermartingale, Factorization of a multiplicative functional of nonlinear filtering theory, Construction of Markov processes and associated multiplicative functionals from given harmonic measures, On the equivalence of \(q\)-martingales and locally \(L^ p\)-integrable martingales, Equivalent and absolutely continuous measure changes for jump-diffusion processes, Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

Cites Work

• A decomposition theorem for supermartingales
• Decomposition of supermartingales: The uniqueness theorem
• NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS
• Markov processes and problems in analysis
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