A General Theory Approach to the Construction of Markov Processes
This can be considered as the third in a series of papers exploiting the commutativity of projections for Markov processes as begun in  and continued in . We use the projections here to address the problem of finding necessary and sufficient conditions for the existence of “very regular” Markov processes, which, among other things, serve to provide further insight into the familiar regularity assumptions of Markov process theory.
KeywordsMarkov Process Open Interval Random Time Markov Property Prediction Process
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