Markov Processes: Ray Processes and Right Processes

Inhaltsverzeichnis

• 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.