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Markov functionals and their algebraic structure

Published online by Cambridge University Press:  01 July 2016

R. Ahmad*
Affiliation:
(University of Petroleum and Minerals, Dahran)

Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Ahmad, R. (1977) An algebraic treatment of Markov processes. Trans. 7th Prague Conf. A, Riedel, Dordrecht, 1322.Google Scholar
2. Heller, A. (1965) On stochastic processes derived from Markov chains. Ann. Math. Statist. 36, 12861291.CrossRefGoogle Scholar
3. Kingman, J. F. C. (1973) In Stochastic Analysis, ed. Harding, E. F. and Kendall, D. G., Wiley, London.Google Scholar