Markov processes with identical hitting probabilities
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: Transactions of the American Mathematical Society
سال: 1983
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1983-0678339-9