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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 264–278
(Mi tvp3215)
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This article is cited in 7 scientific papers (total in 7 papers)
On dual Markov processes
M. G. Šur Moscow Institute of Electronic Engineering
Abstract:
Under certain assumptions, a right continuous Markov process has a dual one with respect to some measure, this dual being left continuous [11]. Theorem 1 shows that, in the same case, it is possible, by simple transformations, to guarantee the right continuity of the dual process.
Theorem 2 deals with conditions under which the killing of dual processes at the hitting time of a given set again results in dual processes. From Theorem 2 we get Theorem 3 containing the fundamental Hunt identity.
Received: 10.06.1975
Citation:
M. G. Šur, “On dual Markov processes”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 264–278; Theory Probab. Appl., 22:2 (1978), 257–270
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