p-variation of strong Markov processes
نویسندگان
چکیده
منابع مشابه
Constructing Strong Markov Processes
The construction presented in this paper can be briefly described as follows: starting from any “finite-dimensional” Markov transition function pt, on a measurable state space (E,B), we construct a strong Markov process on a certain “intrinsic” state space that is, in fact, a closed subset of a finite dimensional Euclidean space R. Of course we must explain the meaning of finite-dimensionality ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2004
ISSN: 0091-1798
DOI: 10.1214/009117904000000423