Birth delay of a Markov process and the stopping distributions for regular processes |
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Authors: | E. B. Dynkin |
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Affiliation: | (1) Department of Mathematics, Cornell University, White Hall, 14853 Ithaca, NY, USA |
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Abstract: | Summary We consider Markov processes with a fixed transition functionp(r, x; t, B) and with random birth times. We show that a process can be obtained from (Xt,P) by birth delay if and only if for allt andB. As an application, we give a new version and a new proof of the results of Rost [R] and Fitzsimmons [F2] on stopping distributions of Markov processes. The key Lemma 1.1 replaces the filling scheme used by the previous authors.Birth delay was considered from a different prospective in [F1].Partially supported by the National Science Foundation Grant DMS-8802667 |
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Keywords: | 60J25 60G40 |
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