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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1977 Springer-Verlag, New York Inc.
About this chapter
Cite this chapter
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
Download citation
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
eBook Packages: Springer Book Archive