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On jumps of paths of Markov processes

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1210)

Abstract

Let X be a cadlag Markov process with separable metric state space S, governed by semigroup of transition kernels (Nt)t≥0. Let f be a bounded, non-negative, continuous function on S2, vanishing in a uniform neighbourhood of the diagonal. Define and suppose that sup{|Jtf(x)|: t>0, x εS}<∞ and that exists for each xεS. Then du for each t≥0 and each xεS.

Keywords

  • Markov Process
  • Borel Function
  • Infinitesimal Generator
  • Disjoint Support
  • Transition Semigroup

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© 1986 Springer-Verlag

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Kisyński, J. (1986). On jumps of paths of Markov processes. In: Heyer, H. (eds) Probability Measures on Groups VIII. Lecture Notes in Mathematics, vol 1210. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077179

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  • DOI: https://doi.org/10.1007/BFb0077179

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16806-5

  • Online ISBN: 978-3-540-44852-5

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