Markov Processes (English, R. K. Getoor)
Springer

Markov Processes (English, R. K. Getoor)

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Book Details

ISBN-139783540071402
ISBN-103540071407

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About the Book

Preliminaries.- Resolvents.- Ray resolvents and semigroups.- Increasing sequences of supermartingales.- Processes.- Processes continued.- Characterization of previsible stopping times.- Some topology and measure theory.- Right processes.- The ray knight compactification.- Comparison of processes.- Right processes continued: Shih's theorem.- Comparison of (Xt?) and (X t? * ).- U-spaces.- The ray space.

ISBN: 9783540071402

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