Absolute Continuity of Markov Processes and Generators-Reference-Cited by-同舟云学术

Absolute Continuity of Markov Processes and Generators

Published:1969-11 Issue: Volume:36 Page:1-26
ISSN:0027-7630
Container-title:Nagoya Mathematical Journal
language:en
Short-container-title:Nagoya Mathematical Journal

Author:

Kunita Hiroshi

Abstract

Let (x, ζ,ℬt,Px) be a (standard) Markov process with state space 5 defined on the abstract space Ω. Here, xt is the sample path, ζ is the terminal time and ℬt is the smallest α-field of Ω in which xs s ≤ t are measurable. Let P’x, x ∈ S be another family of Markovian measures defined on (ℬt, Ω).

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference16 articles.

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3. On a class of additive functionals of Markov processes

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