From the symmetries contained in the collection of excessive functions of a transient Hunt process $X(t)$ on a state space $E$, we construct a quotient space $F$, a function $\Phi: E \rightarrow F$ and a time change $\tau(t)$ of $X(t)$ so that $\Phi(X(\tau_t))$ is a strong Markov process.
Publié le : 1990-04-14
Classification:
Markov process,
Hunt process,
excessive functions,
time change,
60J25
@article{1176990851,
author = {Glover, Joseph and Mitro, Joanna},
title = {Symmetries and Functions of Markov Processes},
journal = {Ann. Probab.},
volume = {18},
number = {4},
year = {1990},
pages = { 655-668},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990851}
}
Glover, Joseph; Mitro, Joanna. Symmetries and Functions of Markov Processes. Ann. Probab., Tome 18 (1990) no. 4, pp. 655-668. http://gdmltest.u-ga.fr/item/1176990851/