Abstract
Let {x(•), ℝ(•)} be a stochastic process with state space (X, H) on a filtered probability space (Ω, ℱ, P; ℱ(t), t ∈ I. The process is called a Markov process if when s < t and A ∈ H, then
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© 1984 Springer-Verlag New York Inc.
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Doob, J.L. (1984). Markov Processes. In: Classical Potential Theory and Its Probabilistic Counterpart. Grundlehren der mathematischen Wissenschaften, vol 262. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5208-5_25
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DOI: https://doi.org/10.1007/978-1-4612-5208-5_25
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