IX: 27, 486-493, LNM 465 (1975)
WEIL, Michel
Surlois d'entrée (
Markov processes)
The results presented here are due to T. Leviatan (
Ann. Prob.,
1, 1973) and concern the construction of a Markov process with creation of mass, corresponding to a given transition semigroup $(P_t)$ and a given ``super-entrance law'' $(\mu_t)$, consisting of bounded measures such that $\mu_{s+t}\ge\mu_s P_t$. The proof is a clever argument of projective limits. The paper mentions briefly the relation with earlier results of Helms (
Z. für W-theorie, 7, 1967)
Comment: This beautiful paper was superseded by the (slightly later) fundamental paper of Kuznetsov (1974)
Keywords: Entrance laws,
Creation of mass,
Kuznetsov measuresNature: Exposition
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