Left continuous moderate Markov processes

DOI10.1007/BF00535496zbMath0413.60063OpenAlexW1970745179MaRDI QIDQ3048016

Joseph Glover, Kai Lai Chung

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

potential theoryMarkov processpredictable 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)

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Processus de Markov
• Cohomological topics in group theory.
• Fields, Optionality and Measurability
• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]