Regular Birth Times for Markov Processes
Pittenger, A. O.
Ann. Probab., Tome 9 (1981) no. 6, p. 769-780 / Harvested from Project Euclid
A random time $R$ is called a regular birth time for a Markov Process if (i) the $R$-past and $R$-future are conditionally independent with respect to $X(R)$ and (ii) the post-$R$ process evolves as a Markov process, perhaps with different probability laws. In this paper we characterize each regular birth time in terms of an earlier, coterminal time $L$. It is shown (Theorem 4.2) that to the post-$L$ process $R$ appears as an optional time, perhaps with dependency on pre-$L$ information and on a certain invariant set.
Publié le : 1981-10-14
Classification:  Strong Markov processes,  strong Markov property,  regular birth times,  coterminal times,  60J25,  60G40
@article{1176994307,
     author = {Pittenger, A. O.},
     title = {Regular Birth Times for Markov Processes},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 769-780},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994307}
}
Pittenger, A. O. Regular Birth Times for Markov Processes. Ann. Probab., Tome 9 (1981) no. 6, pp.  769-780. http://gdmltest.u-ga.fr/item/1176994307/