Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih

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This work extends and unifies previous results on identification, up to time change, of processes having identical entrance (hitting) distributions. For that, the authors introduce the notions of intrinsic trajectories, stopping times and events, and the notion of arborescent stopping times and events and verify that they satisfy the standard properties. Then they present their treatment of the results mentioned above. A related, but not similar line of work can be found in \textit{J. Glover} Identifying Markov processes up to time change, Stochastic Processes, Semin. Evanston/Ill. 1982, Prog. Probab. Stat. 5, 171-194 (1983; Zbl 0529.60079).











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