Skip to main content

1989 | OriginalPaper | Buchkapitel

Some Properties of Invariant Functions of Markov Processes

verfasst von : Wu Rong

Erschienen in: Seminar on Stochastic Processes, 1988

Verlag: Birkhäuser Boston

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Let X = (Ω, F, Ft, Xt, θt, Px) be a right process on a Lusin topological state space E with Borel field B. A point Δ ∈ E will serve as cemetery point. Let Pt and Ua denote the semigroup and resolvent of X. We suppose X is a Borel right process; in particular, Ua f ∈ B+ whenever f ∈ B+. We restrict our attention to transient Borel right processes throughout this paper, so there is a strictly positive B-measurable function q so that Uq ≤ 1.

Metadaten
Titel
Some Properties of Invariant Functions of Markov Processes
verfasst von
Wu Rong
Copyright-Jahr
1989
Verlag
Birkhäuser Boston
DOI
https://doi.org/10.1007/978-1-4612-3698-6_16