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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1959 Volume 4, Issue 2, Pages 208–211 (Mi tvp4879)

This article is cited in 2 papers

Short Communications

Continuous One-Dimensional Markov Processes and Additive Functionals Derived from Them

V. A. Volkonskii

Moscow

Abstract: The terminology and symbols employed are the same as in [1] and [2].
The paper describes all continuous Feller one-dimensional Markov processes, which are regular within a segment and gives their infinitesimal operators (Theorem 4). It is stated that each such process is a sub-process of a non-terminating process of the same type (Theorems and 1'). Therefore, a description of all processes amounts to a description of all multiplicative or additive functionals corresponding to regular Feller sub-processes of non-terminating processes.

Received: 09.01.1959


 English version:
Theory of Probability and its Applications, 1959, 4:2, 198–200


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