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Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential. (German) Zbl 0205.45101


MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60F99 Limit theorems in probability theory
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References:

[1] BLUMENTHAL, R. M., GETOOR, R. K.: Markov Processes and Potential Theory. New York, London: Academic Press 1968. · Zbl 0169.49204
[2] DOOB, J. L.: Generalized Sweeping-Out and Probability. J. functional Analysis 2, 207-225 (1968). · Zbl 0186.50403 · doi:10.1016/0022-1236(68)90018-9
[3] HUNT, G. A.: Markoff Processes and Potentials I. Ill. J. of Math. 1, 44-93 (1957). · Zbl 0100.13804
[4] MEYER, P. A.: Quelques résultats sur les processus de Markov. Invent. math. 1, 101-115 (1966). · Zbl 0178.53403 · doi:10.1007/BF01389723
[5] ?: Probabilités et potentiel. Paris: Hermann 1966.
[6] ROST, H.: Darstellung einer Ordnung von Maßen durch Stoppzeiten. Z. Wahrscheinlichkeitsrechnung verw. Geb. 15, 19-28 (1970). · Zbl 0192.53501 · doi:10.1007/BF01041972
[7] ?: Markoff-Ketten bei sich füllenden Löchern im Zustandsraum. · Zbl 0197.44206
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