Symmetries of excessive measures of Markov processes
type: Item
instance of: scholarly article
title: Symmetries of excessive measures of Markov processes
zbMATH Open document ID: 0698.60065
DOI: 10.1007/BF02570857
author: Joseph Glover
published in: Mathematische Zeitschrift
publication date: 1990-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/183794
review text: 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.
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 4145074
zbMATH Keywords: symmetries of the cone of excessive measures
zbMATH Keywords: Ray-Knight compactification of a right process
reviewed by: Nicolas Bouleau
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4145074