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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 4, Pages 644–654 (Mi tvp415)  
Boundary Conditions for Certain Markov Processes

A. V. Skorohod

Kiev
Full-text PDF (622 kB)
Abstract: In the article a boundary for a Markov process is defined. This boundary is connected with the harmonic functions of the process and is analogous to the Martin boundary. It is established that all the functions belonging to the domain of the infinitesimal operator of the process satisfy a certain condition on this boundary. This condition and the characteristic operator of the process determine the process completely.
Received: 11.06.1964
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 4, Pages 582–590
DOI: https://doi.org/10.1137/1109080
Bibliographic databases:
Language: Russian
Citation: A. V. Skorohod, “Boundary Conditions for Certain Markov Processes”, Teor. Veroyatnost. i Primenen., 9:4 (1964), 644–654; Theory Probab. Appl., 9:4 (1964), 582–590
Citation in format AMSBIB
\Bibitem{Sko64}
\by A.~V.~Skorohod
\paper Boundary Conditions for Certain Markov Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 4
\pages 644--654
\mathnet{http://mi.mathnet.ru/tvp415}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=172336}
\zmath{https://zbmath.org/?q=an:0141.15606}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 4
\pages 582--590
\crossref{https://doi.org/10.1137/1109080}
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