Changements de temps de processus de markov

DOI10.1007/BF01013311zbMath0431.60077MaRDI QIDQ3868566

Gerard Weidenfeld

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

additive functionalstopping timesstrong Markov processprevisible projections

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Related Items (3)

A note on discontinuous time changes of Markov processes ⋮ Discontinuous time changes of semiregenerative processes and balayage theorems ⋮ A discontinuous time change for natural additive functionals which preserves duality

Cites Work

• Markov processes: Ray processes and right processes
• Seminaire de probabilités XI. Universite de Strasbourg. Edite par C. Dellacherie, P. A. Meyer, M. Weil
• Seminaire de probabilités VIII. Universite de Strasbourg
• Processus de Markov
• Systemes de Levy des processus de Markov
• [https://portal.mardi4nfdi.de/wiki/Publication:4768424 Syst�mes r�g�n�ratifs et processus semi-markoviens]
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