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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 4, Pages 791–812
(Mi tvp3627)
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This article is cited in 6 scientific papers (total in 6 papers)
Construction of a regular split process
S. E. Kuznecov Moscow
Abstract:
In this paper, we develop the approach to the general theory of Markov processes proposed in [4]. Let $x_t$ be an (inhomogeneous) Markov process. The right regularization $x_{t+}$ and the left regularization $x_{t-}$ of the process $x_t$ are constructed. They have the following properties. Let $t$ be a real number and $A$ be an event belonging to the «future» $\mathscr F_{>t}$. Then, almost surely, the function $\mathbf P_{t+,x_{t+}}(A)$ is the right-continuous modification of $\mathbf P_{t-,x_{t-}}(A)$ and $\mathbf P_{t-,x_{t-}}(A)$ is the left-continuous modification of $\mathbf P_{t+,x_{t+}}(A)$, where $\mathbf P_{s+,x}$ (resp. $\mathbf P_{s-,x}$) are the transition probabilities of $x_{t+}$ (resp. $x_{t-}$).
Received: 27.11.1975
Citation:
S. E. Kuznecov, “Construction of a regular split process”, Teor. Veroyatnost. i Primenen., 22:4 (1977), 791–812; Theory Probab. Appl., 22:4 (1978), 773–793
Linking options:
https://www.mathnet.ru/eng/tvp3627 https://www.mathnet.ru/eng/tvp/v22/i4/p791
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