Symmetries of excessive measures of Markov processes (Q912490)
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scientific article; zbMATH DE number 4145074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries of excessive measures of Markov processes |
scientific article; zbMATH DE number 4145074 |
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Symmetries of excessive measures of Markov processes (English)
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1990
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The problem of studying when a function \(\Psi (Y_ t)\) of a Markov process \(Y_ t\) is once again a Markov process, is approached here by the symmetries of the cone of excessive measures. This point of view allows as well the study of quotient processes with values in a set of orbits of a subgroup of the transformations respecting the excessive measures. The proofs use the Ray-Knight compactification of a right process.
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symmetries of the cone of excessive measures
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Ray-Knight compactification of a right process
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