Markov Processes: Ray Processes and Right Processes - R. K. Getoor
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Preliminaries.- Resolvents.- Ray resolvents and semigroups.- Increasing sequences of supermartingales.- Processes.- Processes continued.- Characterization of previsible stopping times.- Some topology and measure theory.- Right processes.- The ray knight compactification.- Comparison of processes.- Right processes continued: Shih's theorem.- Comparison of (Xt?) and (X t? * ).- U-spaces.- The ray space.
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Description
Preliminaries.- Resolvents.- Ray resolvents and semigroups.- Increasing sequences of supermartingales.- Processes.- Processes continued.- Characterization of previsible stopping times.- Some topology and measure theory.- Right processes.- The ray knight compactification.- Comparison of processes.- Right processes continued: Shih's theorem.- Comparison of (Xt?) and (X t? * ).- U-spaces.- The ray space.
More Information
| Author | R. K. Getoor |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Series | Lecture Notes in Mathematics |
| Release year | 1975 |
| Cover type | Softcover |
| EAN | 9783540071402 |