VI: 21, 215-232, LNM 258 (1972)
WALSH, John B.
Transition functions of Markov processes (
Markov processes)
Assume that a cadlag process satisfies the strong Markov property with respect to some family of kernels $P_t$ (not necessarily a semigroup). It is shown that these kernels can be modified into a true strong Markov transition function with a few additional properties. A similar problem is solved for a left continuous, moderate Markov process. The technique involves a Ray compactification which is eliminated at the end, and a useful lemma shows how to construct supermedian functions which separate points
Comment: The problem discussed here has great theoretical importance, but little practical importance except for time reversal. The construction of a nice transition function for a Markov process has been also discussed by Kuznetsov ()
Keywords: Transition functions,
Strong Markov property,
Moderate Markov property,
Ray compactificationNature: Original
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