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December, 1972 On Markov Processes with Right-Deterministic Germ Fields
Frank B. Knight
Ann. Math. Statist. 43(6): 1968-1976 (December, 1972). DOI: 10.1214/aoms/1177690868


Given a Hunt process $X(t)$, we investigate the consequences of the assumption that $\mathscr{G}(T+) = \sigma(X(T))$ for every finite stopping time $T$, where $\mathscr{G}(T+) = \bigcap_{\varepsilon > 0} \mathscr{F}^0\lbrack T, T + \varepsilon)$. Such processes constitute a simple extension of the right-continuous Markov chains without instantaneous states.


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Frank B. Knight. "On Markov Processes with Right-Deterministic Germ Fields." Ann. Math. Statist. 43 (6) 1968 - 1976, December, 1972.


Published: December, 1972
First available in Project Euclid: 27 April 2007

zbMATH: 0253.60067
MathSciNet: MR356252
Digital Object Identifier: 10.1214/aoms/1177690868

Rights: Copyright © 1972 Institute of Mathematical Statistics

Vol.43 • No. 6 • December, 1972
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