On dual Markov processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 264-278
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Under certain assumptions, a right continuous Markov process has a dual one with respect to some measure, this dual being left continuous [11]. Theorem 1 shows that, in the same case, it is possible, by simple transformations, to guarantee the right continuity of the dual process. Theorem 2 deals with conditions under which the killing of dual processes at the hitting time of a given set again results in dual processes. From Theorem 2 we get Theorem 3 containing the fundamental Hunt identity.
@article{TVP_1977_22_2_a4,
author = {M. G. \v{S}ur},
title = {On dual {Markov} processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {264--278},
year = {1977},
volume = {22},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a4/}
}
M. G. Šur. On dual Markov processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 264-278. http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a4/