Countably many simultaneous random changes of time scales |
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Authors: | L.L. Helms |
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Affiliation: | Department of Mathematics, 1409 West Green Street, University of Illinois, Urbana, Illinois 61801, U.S.A. |
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Abstract: | ![]() Simultaneous changes of time scales of the components of a vector Markov process are defined and developed. Measurability properties, Dynkin's lemma, and the strong Markov property are established for the transformed process. |
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Keywords: | 60J25 60G40 random changes of time scales Markov processes |
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