Multiplicative operator functionals of a Markov process

DOI10.1090/S0002-9904-1971-12703-9zbMath0255.60053MaRDI QIDQ5670042

Mark A. Pinsky

Publication date: 1971

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

Related Items

The birth of random evolutions, Unnamed Item, Switching processes: Averaging principle, diffusion approximation and applications, Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process, Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions

Cites Work

• Unnamed Item
• Unnamed Item
• Wiener integral representations for certain semigroups which have infinitesimal generators with matrix coefficients
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
• A stochastic integral in storage theory
• Theory of Random Evolutions with Applications to Partial Differential Equations