This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Notes on Chapter 1
K. L. Chung and J. L. Doob Fields, optionality and measurability, Amer. J. Math. 87 (1965), 397–424.
P. A. Meyer Probability and Potentials, Blaisdell Publishing Co. 1966.
C. Dellacherie and P. A. Meyer Probabilités et Potentiel, Hermann, Paris 1975.
J. L. Doob Stochastic Processes, Wiley and Sons, New York, 1953.
C. Dellacherie Capacités et Processus Stochastiques, Springer-Verlag Berlin Heidelberg New York 1972.
J. L. Doob Separability and measurable processes, J. Fac. Sci. U. of Tokyo 17 (1970), 297–304. p. 477ff, p. 809.
C. Dellacherie and P. A. Meyer Probabilités et Potentiel: Théorie des Martingales, Hermann, Paris 1980. p. 21ff
Rights and permissions
Copyright information
© 2005 Springer Science+Business Media Inc.
About this chapter
Cite this chapter
(2005). Markov Process. In: Markov Processes, Brownian Motion, and Time Symmetry. Grundlehren der mathematischen Wissenschaften, vol 249. Springer, New York, NY. https://doi.org/10.1007/0-387-28696-9_1
Download citation
DOI: https://doi.org/10.1007/0-387-28696-9_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-22026-0
Online ISBN: 978-0-387-28696-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)