This article is cited in 1 paper

Short Communications

Transformations of random processes preserving the Markov property

V. M. Šurenkov

Kiev

Abstract: Transformations preserving the Markov property at one given moment m are considered. A general theorem is proved which shows that the preservation of the Markov property is mainly connected with the commutativity of the transformation under consideration and the operator of trajectory shift by $\mathfrak m$. As examples, time change transformations stoppings and killings of the trajectory ate considered.

Received: 01.04.1975

 English version: Theory of Probability and its Applications, 1977, 22:1, 119–123

Bibliographic databases:

• 
•