Abstract
Every elementary Markov process with a polish state space and with a discrete set of time parameter dense in ℝ+, whose finite dimensional distributions are derived from a semigroup (K t) of Markov kernels continuous in 0 ∈ ℝ+ and whose initial distribution μ satisfies μK t≪μ, can be imbedded in an elementary Markov process with the same state space and with parameter set ℝ+ so that the corresponding finite dimensional distributions are equal.
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Kopf, C. Zum Einbettungsproblem für Markoff-Prozesse. Monatshefte für Mathematik 81, 119–129 (1976). https://doi.org/10.1007/BF01301236
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DOI: https://doi.org/10.1007/BF01301236