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Markov Processes

  • Robert M. Blumenthal
Part of the Probability and Its Applications book series (PA)

Abstract

We will assume the reader is familiar with the concepts of a probability triple (Ω, F, P) and conditional expectation relative to a sub σ-algebra G of F. If (E,ε) is a measurable space and {X t ;tϵT} is an indexed family of functions from Ω to E such that X t -1 (AF for each Aϵε we say that {X t ;tϵT} is a stochastic process (defined over Ω) with state space E. We call Ω the sample space.

Keywords

Brownian Motion Markov Process Transition Function Standard Process Markov Property 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston 1992

Authors and Affiliations

  • Robert M. Blumenthal
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

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