Abstract
Suppose that {xt} is a Markov process. If it is known that \(x_{t_0 } \), the process can be thought of as “beginning afresh” thereafter as though x had been its initial state.
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© 1977 Springer-Verlag, New York Inc.
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Lamperti, J. (1977). Strong Markov Processes. In: Stochastic Processes. Applied Mathematical Sciences, vol 23. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9358-0_9
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DOI: https://doi.org/10.1007/978-1-4684-9358-0_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90275-3
Online ISBN: 978-1-4684-9358-0
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