Countably many simultaneous random changes of time scales

L. L. Helms

Stochastic Processes and their Applications, 1984, vol. 17, issue 1, 101-114

Abstract: Simultaneous changes of time scales of the components of a vector Markov process are defined and developed. Measurability properties, Dynkin's lemma, and the strong Markov property are established for the transformed process.

Keywords: random; changes; of; time; scales; Markov; processes (search for similar items in EconPapers)
Date: 1984
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