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Absolute Continuity of Markov Processes and Generators

Published online by Cambridge University Press:  22 January 2016

Hiroshi Kunita
Hiroshi Kunita*
Affiliation:
Nagoya University
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Let (x, ζ,ℬt,Px) be a (standard) Markov process with state space 5 defined on the abstract space Ω. Here, xt is the sample path, ζ is the terminal time and ℬt is the smallest α-field of Ω in which xs s ≤ t are measurable. Let P’x, x ∈ S be another family of Markovian measures defined on (ℬt, Ω).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 36 , November 1969 , pp. 1 - 26
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1969

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