Isomorphism theorems for Markov chains

Nathalie Eisenbaum

Stochastic Processes and their Applications, 2004, vol. 110, issue 2, 247-258

Abstract: The isomorphism theorem of Dynkin is definitely an important tool to investigate the problems raised in terms of local times of Markov processes. This theorem concerns continuous time Markov processes. We give here an equivalent version for Markov chains.

Keywords: Markov; chains; Gaussian; processes; Local; times (search for similar items in EconPapers)
Date: 2004
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