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Technical General Theory of Markov Processes
Posted on 2010-04-14
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More Michael Sharpe, "General Theory of Markov Processes" From the preface This work is intended to serve as a reference to the theory of left processes, a very general class of left continuous strong Markov processes. The use of the term general theory is meant to suggest both the absence of hypotheses of special type other than those for left processes, and the coordination of the methods with those of the general theory of processes, as exposed in the first two volumes of Probabilites et Potentiel by Dellacherie and Meyer. We do provide in the appendix a fairly extensive discussion and summary of the general techniques needed in the text, with hopes that it may lead the reader to a fuller appreciation of the Dellacherie-Meyer volumes... Only RS mirrors, please
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