Markov processes with majorized hitting probabilities
Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 2, pp. 260-282
Cet article a éte moissonné depuis la source Math-Net.Ru
We investigate the correspondence between two Markov processes one of which has its hitting probabilities majorizing those of the other process. The latter is proved under certain assumptions to be stochastically equivalent to a process which can be constructed by means of a random time change in some subprocess of the former process.
@article{TVP_1966_11_2_a2,
author = {M. G. Shur},
title = {Markov processes with majorized hitting probabilities},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {260--282},
year = {1966},
volume = {11},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_2_a2/}
}
M. G. Shur. Markov processes with majorized hitting probabilities. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 2, pp. 260-282. http://geodesic.mathdoc.fr/item/TVP_1966_11_2_a2/