A fundamental property of Markov processes with an application to equivalence under time changes

DOI10.1007/BF02762164zbMath0432.60088MaRDI QIDQ1138853

R. V. Chacon, Benton Jamison

Publication date: 1979

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

zbMATH Keywords

trajectoriesrandom time changeshitting distributionsdesintegration of measuresstationary transition probabilities

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)

Related Items

Traversal times of Markov processes, Arc length associated to a Markov process, On the Chacon-Jamison theorem, [https://portal.mardi4nfdi.de/wiki/Publication:3923330 Generalised arc length for brownian motion and L�vy processes], Sample path consistency for Markov processes, Markov processes with identical last exit distributions, Weak convergence of diffusions, their speed measures and time changes

Cites Work

• Processes with state-dependent hitting probabilities and their equivalence under time changes
• Traversal times of Markov processes
• Sample path consistency for Markov processes
• ON CONTINUOUS MARTINGALES
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