Nonhomogeneous Markov processes

DOI10.1007/BF01255812zbMath0536.60076OpenAlexW2032182025MaRDI QIDQ792012

S. E. Kuznetsov

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01255812

zbMATH Keywords

strong Markov propertydecomposition of excessive functionsexistence of transition functionsregularizations of Markov processes

Mathematics Subject Classification ID

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

Related Items (6)

On regularity of superprocesses ⋮ A stochastic \(p\)-adic model of the capillary flow in porous random medium ⋮ Reducing Bias in Event Time Simulations via Measure Changes ⋮ Regular Transition Functions and Regular Superprocesses ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ Path processes and historical superprocesses

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Resolvents, transition functions, and strongly Markovian processes
• Markov processes: Ray processes and right processes
• Functionals of Markov processes and superprocesses
• Additive functionals of Markov processes and stochastic systems
• A predictive view of continuous time processes
• Markov systems and their additive functionals
• Note on the Ray-knight compactification
• Prediction processes and an autonomous germ-Markov property
• Sufficient statistics and extreme points
• Relative densities of semimartingales
• Note on regularization of Markov processes
• Processus de Markov
• Quelques applications des résolvantes de Ray. (Some applications of Ray resolvents)
• Existence of dual processes
• On transition probabilities of symmetric strong Markov processes
• Théoreme de Fatou et frontière de Martin
• On Markov processes with random starting time
• Markov processes on an entrance boundary
• Left continuous moderate Markov processes
• On local times for non-homogeneous Markov processes
• Conditional brownian motion and the boundary limits of harmonic functions
• Any Markov Process in a Borel Space has a Transition Function
• Construction of Markov Processes with Random Times of Birth and Death
• Excessive Functions Connected with a Regular Markov Split Process
• Compactification de Martin d'un processus droit
• MARKOV Processes in General State Spaces (Part I)
• Construction of a Regular Split Process
• Dual Markov processes: Construction of a useful auxiliary process
• Dual markov functionals: Applications of a useful auxiliary process
• Markov processes with creation of mass
• Compactification of the discrete state space of a Markov process
• [https://portal.mardi4nfdi.de/wiki/Publication:5551944 Propri�t�s de continuit� fine des fonctions coexcessives]
• The exit measure of a supermartingale
• Markov processes and their functional in duality
• Markov processes and Martin boundaries

This page was built for publication: Nonhomogeneous Markov processes