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Multiplicative operator functionals of a Markov process. (English) Zbl 0255.60053


MSC:

60J25 Continuous-time Markov processes on general state spaces
60J35 Transition functions, generators and resolvents
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References:

[1] Donald G. Babbitt, Weiner integral representations for certain semigroups which have infinitesimal generators with matrix coefficients, Bull. Amer. Math. Soc. 73 (1967), 394 – 397. · Zbl 0156.24003
[2] E. Çinlar and M. Pinsky, A stochastic integral in storage theory, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 17 (1971), 227 – 240. · Zbl 0195.47503
[3] Марковские процессы, Государств. Издат. Физ.-Мат. Лит., Мосцощ, 1963 (Руссиан). · Zbl 0132.37701
[4] R. J. Griego and R. Hersh, Random evolutions, Markov chains, and systems of partial differential equations, Proc. Nat. Acad. Sci. U.S.A. 62 (1969), 305 – 308. · Zbl 0174.15401
[5] Richard Griego and Reuben Hersh, Theory of random evolutions with applications to partial differential equations, Trans. Amer. Math. Soc. 156 (1971), 405 – 418. · Zbl 0223.35082
[6] H. P. McKean Jr., Stochastic integrals, Probability and Mathematical Statistics, No. 5, Academic Press, New York-London, 1969. · Zbl 0191.46603
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