Constructing Markov Processes with Random Times of Birth and Death,
Abstract
Given a time inhomogeneous Markov transition semigroup P(s/t) (x,dy) and an entrance rule m = (m sub t) satisfying m sub s P(s/t) < or = m sub t, Kuznetsov constructed a measure o sub m on path space so that the coordinate maps are Markovian with semigroup P (s/t) and so that the process is born according to the entrance rule m. Kuznetosov's approach was a Kolmogorov type construction. The authors give a new approach based on standard Markov process theory and a new analytic proof of the decomposition of m as: m sub t = v(- infinity/t) + integral from 0 to infinity of (s/t) p(ds), where p is a finite measure on R, and for each s, v superscript s = (vs/t) is an entrance law at s.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1986
- Accession Number
- ADA171856
Entities
People
- Joseph Glover
- R. K. Getoor
Organizations
- University of Florida