Transformations of Markov processes

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

Abstract

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.

Keywords

State Space Markov Process Transition Function Satisfy Condition Wiener Process 
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

© Springer-Verlag Berlin · Göttingen · Heidelberg 1965

Authors and Affiliations

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

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