ON THE REGULARITY OF MARKOV PROCESSES,
Abstract
Starting with a continuous parameter Markov process having an arbitrary state space, a related process is defined which possesses certain regularity properties, chief among them being the strong Markov property. The connection of this process with the original process is considered. They are shown to differ with probability zero at each t except for those in a countable set. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1961
- Accession Number
- AD0256497
Entities
People
- Frank Knight
Organizations
- University of Minnesota