On jumps of paths of Markov processes

  • Jan Kisyński
Research Articles
Part of the Lecture Notes in Mathematics book series (LNM, volume 1210)


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 Open image in new window and suppose that sup{|Jtf(x)|: t>0, x εS}<∞ and that Open image in new window exists for each xεS. Then Open image in new window du for each t≥0 and each xεS.


Markov Process Borel Function Infinitesimal Generator Disjoint Support Transition Semigroup 
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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Jan Kisyński
    • 1
  1. 1.Technical University of LublinLublinPoland

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