One-Dimensional Continuous Strong Markov Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 1, pp. 3-54
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One-dimensional temporally homogeneous strong Markov processes with continuous path functions are considered. No regularity conditions are assumed. Infinitesimal operators for all these processes are calculated. These calculations are based on a preliminary analysis of the local behaviour of path functions. The general results of sections 1–3 are used in sections 4–5 for conducting a more detailed investigation of the process in intervals of its regularity.
@article{TVP_1959_4_1_a0,
author = {E. B. Dynkin},
title = {One-Dimensional {Continuous} {Strong} {Markov} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {3--54},
year = {1959},
volume = {4},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1959_4_1_a0/}
}
E. B. Dynkin. One-Dimensional Continuous Strong Markov Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 1, pp. 3-54. http://geodesic.mathdoc.fr/item/TVP_1959_4_1_a0/