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On a new approach to Markov processes

Part of the Lecture Notes in Mathematics book series (LNM,volume 550)

Keywords

  • Markov Process
  • Stochastic System
  • Borel Subset
  • Additive Functional
  • Split 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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References

  1. E. B. Dynkin, Initial and final behaviour of trajectories of Markov processes, Uspehi Mat. Nauk, 26, 4(1971), 153–172; English translation: Russian Math. Surveys 26, 4(1973), 165–185.

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  3. E. B. Dynkin, Regular Markov processes, Uspehi Mat. Nauk 28, 2(1973), 33–64; English translation in Russian Math. Surveys 28, 2 (1973) 33–64.

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  4. E. B. Dynkin, Markov representations of stochastic systems, Dokl. Akad. Nauk SSSR, 218, 5(1974), 1009–1012; English translation in: Soviet Math. Dokl., 15, (1974), 1442–1446.

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  6. E. B. Dynkin, Additive functionals of Markov processes and stochastic systems, Annales de l'Institut Fourier, Grenoble, 25, fasc. 3/4 (1975).

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  8. S. E. Kuznecov, Excessive functions connected with a regular Markov split process, Teoriya Veroyatnostei i ee Primem., 20, 1(1975), 144–150(Russian).

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  11. D. Revuz, Mesures associées aux fonctionnelles additives de Markov 11, Z. Wahrscheinlichkeitstheorie verv. Geb. 16 (1970) 336–344.

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  12. A. D. Wentzell, Nonnegative additive functionals of Markov processes, Dokl. Akad. Nauk SSSR, 137(1961), 17–20, (Russian).

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© 1976 Springer-Verlag

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Dynkin, E.B. (1976). On a new approach to Markov processes. In: Maruyama, G., Prokhorov, J.V. (eds) Proceedings of the Third Japan — USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 550. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077483

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  • DOI: https://doi.org/10.1007/BFb0077483

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07995-8

  • Online ISBN: 978-3-540-37966-9

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