Fictitious states, coupled laws and local time
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Publication:5571430
DOI10.1007/BF00531652zbMath0181.21202OpenAlexW2039260937MaRDI QIDQ5571430
No author found.
Publication date: 1969
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00531652
Related Items
Decomposition and construction of Markov chains, Approximation of local time at regular boundary points of a markov chain, Decomposition and construction of Markov chains, State Spaces for Markov Chains, Taboo probabilities in the entrance boundary theory of Markov chains, Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
Cites Work
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- A New Method of Approximation in Markov-Chain Theory and its Application to Some Problems in the Theory of Random Time Substituion
- On local time for Markov chains
- A note on the Q-matrices of Markov Chains
- Local time at fictitious states
- Complément à l'étude des processus de Markoff
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