Geodesic
Transformations of random processes preserving the Markov property
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 122-126

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {22},
     number = {1},
     year = {1977},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a8/}
}
TY  - JOUR
AU  - V. M. Šurenkov
TI  - Transformations of random processes preserving the Markov property
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1977
SP  - 122
EP  - 126
VL  - 22
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a8/
LA  - ru
ID  - TVP_1977_22_1_a8
ER  - 
%0 Journal Article
%A V. M. Šurenkov
%T Transformations of random processes preserving the Markov property
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1977
%P 122-126
%V 22
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a8/
%G ru
%F 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/