Transformations of random processes preserving the Markov property
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 122-126
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Transformations preserving the Markov property at one given moment m are considered. A general theorem is proved which shows that the preservation of the Markov property is mainly connected with the commutativity of the transformation under consideration and the operator of trajectory shift by $\mathfrak m$. As examples, time change transformations stoppings and killings of the trajectory ate considered.
@article{TVP_1977_22_1_a8,
author = {V. M. \v{S}urenkov},
title = {Transformations of random processes preserving the {Markov} property},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {122--126},
year = {1977},
volume = {22},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a8/}
}
V. M. Šurenkov. Transformations of random processes preserving the Markov property. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 122-126. http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a8/