Symmetries of excessive measures of Markov processes
The problem of studying when a function \(\Psi (Y_ t)\) of a Markov process \(Y_ t\) is once again a Markov process, is approached here by the symmetries of the cone of excessive measures. This point of view allows as well the study of quotient processes with values in a set of orbits of a subgroup of the transformations respecting the excessive measures. The proofs use the Ray-Knight compactification of a right process.
symmetries of the cone of excessive measures
Ray-Knight compactification of a right process
scientific article; zbMATH DE number 4145074