Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih
type: Item
instance of: scholarly article
title: Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih
zbMATH Open document ID: 0537.60071
author: Jacques Franchi
author: Yves Le Jan
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1984-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77226
review text: This work extends and unifies previous results on identification, up to time change, of processes having identical entrance (hitting) distributions. For that, the authors introduce the notions of intrinsic trajectories, stopping times and events, and the notion of arborescent stopping times and events and verify that they satisfy the standard properties. Then they present their treatment of the results mentioned above. A related, but not similar line of work can be found in \textit{J. Glover} ''Identifying Markov processes up to time change'', Stochastic Processes, Semin. Evanston/Ill. 1982, Prog. Probab. Stat. 5, 171-194 (1983; Zbl 0529.60079).
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 3854147
zbMATH Keywords: identification
zbMATH Keywords: time change
zbMATH Keywords: intrinsic trajectories
zbMATH Keywords: arborescent stopping times
reviewed by: Henryk Gzyl
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3854147