Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440, Band 440) - Softcover

Getoor, Ronald K.

 
9783540071402: Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440, Band 440)

Inhaltsangabe

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.

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9780387071404: Markov processes: Ray processes and right processes (Lecture notes in mathematics ; 440)

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ISBN 10:  0387071407 ISBN 13:  9780387071404
Softcover