Any Markov Process in a Borel Space has a Transition Function

DOI10.1137/1125049zbMath0456.60077OpenAlexW1974386519MaRDI QIDQ3906228

S. E. Kuznetsov

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125049

zbMATH Keywords

Markov propertyKolmogorov-Chapman equationtransition function

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35)

Related Items

Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems, Markov Processes and Their Applications to Partial Differential Equations: Kuznetsov’s Contributions, On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations, Markov Processes with Restart, On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes, Average optimality for continuous-time Markov decision processes under weak continuity conditions, Nonhomogeneous Markov processes, Kolmogorov's equations for jump Markov processes with unbounded jump rates