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June, 1979 Note on the Ray-Knight Compactification
Joseph Glover
Ann. Probab. 7(3): 543-546 (June, 1979). DOI: 10.1214/aop/1176995055

Abstract

We give an example to show that, given a nonhomogeneous Markov process $X$ on $E$, one cannot, in general, produce a right continuous strong Markov version of $X$ on a compactification of $E$. In particular, the space-time regularization fails to produce one compact Hausdorff state space for the nonhomogeneous process.

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Joseph Glover. "Note on the Ray-Knight Compactification." Ann. Probab. 7 (3) 543 - 546, June, 1979. https://doi.org/10.1214/aop/1176995055

Information

Published: June, 1979
First available in Project Euclid: 19 April 2007

zbMATH: 0398.60074
MathSciNet: MR528332
Digital Object Identifier: 10.1214/aop/1176995055

Subjects:
Primary: 60J35
Secondary: 60J25

Keywords: Markov process , Ray-Knight compactification

Rights: Copyright © 1979 Institute of Mathematical Statistics

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Vol.7 • No. 3 • June, 1979
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