On Certain Extensions of a Rotation Invariant Markov Process |
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| Authors: | Juha Vuolle-Apiala |
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| Affiliation: | (1) Department of Mathematics and Statistics, University of Vaasa, P.O. Box 700, 65101 Vaasa, Finland |
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| Abstract: | Let (Xt,Px) be a rotation invariant (RI) Feller process on Rd {0}, d 2. We study certain type of strong Markov extensions of (Xt,Px) to Rd. It turns out that that the unique (RI) extension always exists and is of that type. We give a kind of quasi-ergodicy condition (E) under which the (RI) extension is the only extension of that type. A class of processes fulfilling (E) is also characterized. |
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| Keywords: | Markov process excursion theory entrance law rotation invariant Feller process skew product |
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