Generators and Markov Processes

• 21 March 1986
• book chapter
• Published by Wiley
• p. 155-274
• https://doi.org/10.1002/9780470316658.ch4

Abstract

Keywords

• MARKOV PROCESS
• MARTINGALE PROBLEM
• TRANSITION FUNCTION
• CHAPMAN-KOLMOGOROV PROPERTY
• TULCEA'S THEOREM