An integral equation arising in connection with Markov chains

DOI10.1007/BF00531593zbMath0153.19704OpenAlexW1964591862MaRDI QIDQ5533894

H. P. jun. McKean

Publication date: 1967

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

Full work available at URL: https://doi.org/10.1007/bf00531593

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Boundary theory for Markov processes (60J50)

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Cites Work

• On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
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