×
Kurtz, Thomas G.

Representations of Markov processes as multiparameter time changes. (English) Zbl 0442.60072

Ann. Probab. 8, 682-715 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0442.60072

Cited in 1 Review
Cited in 32 Documents

MSC:

60J25 Continuous-time Markov processes on general state spaces
60G40 Stopping times; optimal stopping problems; gambling theory
60G44 Martingales with continuous parameter
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60J60 Diffusion processes
60J75 Jump processes (MSC2010)

Keywords:

martingale problem; random time change; multiparameter martingales; infinite particle systems; stopping times

Citations:

Zbl 0332.60072
Cite Review PDF
Full Text: DOI