This article is cited in 7 papers

On dual Markov processes

M. G. Šur

Moscow Institute of Electronic Engineering

Abstract: Under certain assumptions, a right continuous Markov process has a dual one with respect to some measure, this dual being left continuous [11]. Theorem 1 shows that, in the same case, it is possible, by simple transformations, to guarantee the right continuity of the dual process.
Theorem 2 deals with conditions under which the killing of dual processes at the hitting time of a given set again results in dual processes. From Theorem 2 we get Theorem 3 containing the fundamental Hunt identity.

Received: 10.06.1975

 English version: Theory of Probability and its Applications, 1978, 22:2, 257–270

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