Transformations of Markov processes

  • E. B. Dynkin
Part of the Die Grundlehren der Mathematischen Wissenschaften book series (GL, volume 121/122)


In this chapter, we will describe various transformations, which will enable us to construct a number of new Markov processes from a given Markov process. Additive and multiplicative functionals of Markov processes will form the basis for the construction of a majority of these transformations.


State Space Markov Process Transition Function Satisfy Condition Wiener Process 
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Copyright information

© Springer-Verlag Berlin · Göttingen · Heidelberg 1965

Authors and Affiliations

  • E. B. Dynkin
    • 1
  1. 1.University of MoscowRussia

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