Note on the Ray-Knight Compactification
Glover, Joseph
Ann. Probab., Tome 7 (1979) no. 6, p. 543-546 / Harvested from Project Euclid
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We give an example to show that, given a nonhomogeneous Markov process $X$ on $E$, one cannot, in general, produce a right continuous strong Markov version of $X$ on a compactification of $E$. In particular, the space-time regularization fails to produce one compact Hausdorff state space for the nonhomogeneous process.
Publié le : 1979-06-14
Classification:  Ray-Knight compactification,  Markov process,  60J35,  60J25 
@article{1176995055,
     author = {Glover, Joseph},
     title = {Note on the Ray-Knight Compactification},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 543-546},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995055}
}

Glover, Joseph. Note on the Ray-Knight Compactification. Ann. Probab., Tome 7 (1979) no. 6, pp.  543-546. http://gdmltest.u-ga.fr/item/1176995055/