XV: 21, 290-306, LNM 850 (1981)
CHACON, Rafael V.;
LE JAN, Yves;
WALSH, John B.
Spatial trajectories (
Markov processes,
General theory of processes)
It is well known that Markov processes with the same excessive functions are the same up to a strictly increasing continuous time-change. It is therefore natural to study spatial trajectories, i.e., trajectories up to a strictly increasing continuous time changes, and in particular to provide the space of all spatial trajectories with a reasonable $\sigma$-field so that it may carry measures. It is shown here that the space of right-continuous spatial trajectories with left-hand limits is a Blackwell space. The class of intrinsic stopping times defined on this space is also investigated
Comment: See Chacon-Jamison,
Israel J. of M.,
33, 1979
Keywords: Spatial trajectoriesNature: Original
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