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Stopped distributions for Markov processes in duality

  • Neil Falkner
Article

Summary

Let X and \(\hat X\) be standard Markov processes in duality on a state space E and assume that semipolar sets are polar. Let μ be a measure on E whose X measure-potential μ U is σ-finite. We characterize the measures v on E which arise as the Pμ-distribution of X T for some non-randomized stopping time T. We then apply this result to characterize the measures v on E which satisfy v U ≦ μ U.

Keywords

State Space Stochastic Process Probability Theory Markov Process Mathematical Biology 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  • Neil Falkner
    • 1
  1. 1.Dept. of MathematicsOhio State UniversityColumbusUSA

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