Browse by: Author name - Classification - Keywords - Nature

VIII: 16, 290-309, LNM 381 (1974)
MEYER, Paul-André
Noyaux multiplicatifs (Markov processes)
This paper presents results due to Jacod (Mém. Soc. Math. France, 35, 1973): given a pair $(X,Y)$ which jointly is a Markov process, and whose first component $X$ is a Markov process by itself, describe the conditional distribution of the joint path of $(X,Y)$ over a given path of $X$. These distributions constitute a multiplicative kernel, and attempts are made to regularize it
Comment: Though the paper is fairly technical, it does not improve substantially on Jacod's results
Keywords: Multiplicative kernels, Semimarkovian processes
Nature: Exposition
Retrieve article from Numdam