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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1971 Volume 84(126), Number 2, Pages 218–253 (Mi sm3062)

This article is cited in 1 paper

Excessive measures and entry laws for a Markov process

E. B. Dynkin


Abstract: For a Markov transition function $p(t,x,\Gamma)$ there is constructed a space of active entries $\mathscr U$ and a space of passive entries $\mathscr U'$. The first of these is used to describe all entry laws and purely excessive measures associated with $p(t,x,\Gamma)$ and satisfying certain conditions of finiteness. The second is used to describe all measures $\eta$ that are invariant with respect to $p(t,x,\Gamma)$ and with respect to which some “standard” function $l$ is integrable.
Bibliography: 11 titles.

UDC: 519.2

MSC: 60J35

Received: 24.12.1969


 English version:
Mathematics of the USSR-Sbornik, 1971, 13:2, 209–246

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