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A simple increasing process

Part of: Markov processes

Published online by Cambridge University Press:  14 July 2016

Ryszard Syski
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Abstract

An example of a simple integrable increasing process, possessing special properties relative to different filtrations, is examined from the point of view of probabilistic potential theory.

Keywords

DECOMPOSITION THEOREMSFIRST ENTRANCE TIMEINCREASING PROCESSMARTINGALESNATURAL σ-FIELDSPOTENTIALS

MSC classification

Primary: 60J25: Continuous-time Markov processes on general state spaces
Type
Part 6 Stochastic Processes
Information
Journal of Applied Probability , Volume 31 , Issue A , 1994 , pp. 363 - 371
Copyright
Copyright © Applied Probability Trust 1994 

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References

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