Markov Processes: Ray Processes and Right Processes

SOMMARIO

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.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9783540071402
• Collana: Lecture Notes in Mathematics
• Dimensioni: 235 x 155 mm
• Formato: Brossura
• Illustration Notes: VIII, 124 p.
• Pagine Arabe: 124
• Pagine Romane: viii