Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 490-493
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E. B. Dynkin; A. A. Yushkevich. On the starting points of wanderings of Markov processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 490-493. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a7/
@article{TVP_1968_13_3_a7,
author = {E. B. Dynkin and A. A. Yushkevich},
title = {On the starting points of wanderings of {Markov} processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {490--493},
year = {1968},
volume = {13},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a7/}
}
TY - JOUR
AU - E. B. Dynkin
AU - A. A. Yushkevich
TI - On the starting points of wanderings of Markov processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1968
SP - 490
EP - 493
VL - 13
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a7/
LA - ru
ID - TVP_1968_13_3_a7
ER -
%0 Journal Article
%A E. B. Dynkin
%A A. A. Yushkevich
%T On the starting points of wanderings of Markov processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1968
%P 490-493
%V 13
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a7/
%G ru
%F TVP_1968_13_3_a7
Let $x_t$ be a Markov process on $E$ and $D$ be a subset of $E$. We will call a wandering any connected component of the set $\{t\colon x_t\in D\}$. Denote by $\overline x_t$ the process obtained from $x_t$ by killing at the first exit time out of $D$. It is proved that, under some conditions, with probability 1, every wandering starts at a point of the Martin boundary corresponding to $\overline x_t$ (i.e. the limit in (3) exists).