On Markov Processes with Right-Deterministic Germ Fields
Knight, Frank B.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1968-1976 / Harvested from Project Euclid
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Given a Hunt process $X(t)$, we investigate the consequences of the assumption that $\mathscr{G}(T+) = \sigma(X(T))$ for every finite stopping time $T$, where $\mathscr{G}(T+) = \bigcap_{\varepsilon > 0} \mathscr{F}^0\lbrack T, T + \varepsilon)$. Such processes constitute a simple extension of the right-continuous Markov chains without instantaneous states.
Publié le : 1972-12-14
Classification:  
@article{1177690868,
     author = {Knight, Frank B.},
     title = {On Markov Processes with Right-Deterministic Germ Fields},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1968-1976},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690868}
}

Knight, Frank B. On Markov Processes with Right-Deterministic Germ Fields. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1968-1976. http://gdmltest.u-ga.fr/item/1177690868/