VII: 25, 273-283, LNM 321 (1973)
PINSKY, Mark A.
Fonctionnelles multiplicatives opératrices (
Markov processes)
This paper presents results due to the author (
Advances in Probability, 3, 1973). The essential idea is to consider multiplicative functionals of a Markov process taking values in the algebra of bounded operators of a Banach space $L$. Such a functional defines a semi-group acting on bounded $L$-valued functions. This semi-group determines the functional. The structure of functionals is investigated in the case of a finite Markov chain. The case where $L$ is finite dimensional and the Markov process is Browian motion is investigated too. Asymptotic results near $0$ are described
Comment: This paper explores the same idea as Jacod (
Mém. Soc. Math. France, 35, 1973), though in a very different way. See
816Keywords: Multiplicative functionals,
Multiplicative kernelsNature: Exposition
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