The Annals of Probability

On Markov Processes with Random Starting Time

Talma Leviatan

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Abstract

The paper deals with Markov processes which have both random starting and terminal times. Such processes were suggested by G. A. Hunt, were constructed by L. L. Helms (under the name Markov processes with creation and annihilation) and were treated also by M. Nagasawa and the author. The paper contains a new existence proof by a way of constructing such a process from its given associated semigroup of kernels $\tilde{P}_t, t \geqq 0$, and its (Markov) transition function. This construction is more general than that given by L. L. Helms (in terms of the Markov transition function and the creation measure) and is also more convenient as far as perturbation theory of Markov processes is concerned. Indeed more general relations between this theory and creation of mass processes are established. Finally an application to solving the Cauchy problem in partial differential equations is indicated.

Article information

Source
Ann. Probab., Volume 1, Number 2 (1973), 223-230.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996975

Digital Object Identifier
doi:10.1214/aop/1176996975

Mathematical Reviews number (MathSciNet)
MR359018

Zentralblatt MATH identifier
0263.60030

JSTOR
links.jstor.org

Keywords
60.60 60.69 Perturbation theory for Markov processes Semigroup of kernels Cauchy problem

Citation

Leviatan, Talma. On Markov Processes with Random Starting Time. Ann. Probab. 1 (1973), no. 2, 223--230. doi:10.1214/aop/1176996975. https://projecteuclid.org/euclid.aop/1176996975


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