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Some results about Markov processes on subsets of the state space
Published online by Cambridge University Press: 01 July 2016
Abstract
Kingman [5] proved a formula that expresses the joint distribution of the processes where b is a regular point in the state space of a Hunt process. We give an extension of this formula, as well as several interesting facts related to it, for the case when Φ is any finely perfect subset of the state space. We also establish some connections between this result and results on last-exit decompositions.
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- Copyright © Applied Probability Trust 1976
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