Markov processes with identical hitting distributions
نویسندگان
چکیده
منابع مشابه
Markov Processes with Identical Bridges
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t > 0 such that, for each x ∈ E, the conditional distribution of (Xs)0≤s≤t, given X0 = x = Xt, coincides with the conditional distribution of (Ys)0≤s≤t, given Y0 = x = Yt, then t...
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ژورنال
عنوان ژورنال: Illinois Journal of Mathematics
سال: 1962
ISSN: 0019-2082
DOI: 10.1215/ijm/1255632501