V: 28, 283-289, LNM 191 (1971)
WALSH, John B.
Two footnotes to a theorem of Ray (
Markov processes)
Ray's theorem (
Ann. of Math.,
70, 1959) is the construction of a good semigroup (and process) from a Ray resolvent. The first ``footnote'' gives the construction of a second semigroup with nice properties from the left instead of the right side. The second ``footnote'' studies the filtration of a Ray process
Comment: See Meyer-Walsh,
Invent. Math.,
14, 1971
Keywords: Ray compactificationNature: Original
Retrieve article from Numdam
V: 29, 290-310, LNM 191 (1971)
WALSH, John B.
Some topologies connected with Lebesgue measure (
Markov processes,
General theory of processes,
Potential theory)
It is a recurrent theme in the theory of stochastic processes that time sets of measure $0$ should be ignored. Thus topologies on the line which ignore sets of measure $0$ are useful. The main topic here is the so-called
essential topology, used in the paper of Chung and Walsh
522 in the same volume
Comment: See Doob
Bull. Amer. Math. Soc.,
72, 1966. An important application in given by Walsh
623 in the next volume. See the paper
1025 of Benveniste. For the use of a different topology see Ito
J. Math. Soc. Japan, 20, 1968
Keywords: Essential topologyNature: Original Retrieve article from Numdam
VI: 16, 168-172, LNM 258 (1972)
MEYER, Paul-André;
WALSH, John B.
Un résultat sur les résolvantes de Ray (
Markov processes)
This is a complement to the authors' paper on Ray processes in
Invent. Math., 14, 1971: a lemma is proved on the existence of many martingales which are continuous whenever the process is continuous (a wrong reference for it was given in the paper). Then it is shown that the mapping $x\rightarrow P_x$ is continuous in the weak topology of measures, when the path space is given the topology of convergence in measure. Note that a correction is mentioned on the errata page of vol. VII
Comment: The idea of using the topology of convergence in measure on a path space turned out to be a fruitful idea; see Meyer and Zheng
Ann. Inst. Henri Poincaré 20, 1984
Keywords: Ray compactification,
Weak convergence of measuresNature: Original Retrieve article from Numdam
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 Retrieve article from Numdam
VI: 22, 233-242, LNM 258 (1972)
WALSH, John B.
The perfection of multiplicative functionals (
Markov processes)
In the definition of multiplicative functionals the problem arose from the beginning whether the exceptional null set in the relation $M_{s+t}=M_s\,M_t\circ\theta_s$ was allowed to depend on $s$ or not---in the latter case the functional is said to be perfect. C.~Doléans showed by a detailed analysis (see
203) that every functional has a perfect modification, see also Dellacherie
304. Here a perfect version is constructed directly as $\lim_{s\rightarrow 0} M_{t-s}\circ\theta_s$, the limit being taken in the essential topology of the line, which ignores sets of zero Lebesgue measure
Keywords: Multiplicative functionals,
Perfection,
Essential topologyNature: Original Retrieve article from Numdam
X: 02, 19-23, LNM 511 (1976)
CHACON, Rafael V.;
WALSH, John B.
One-dimensional potential imbedding (
Brownian motion)
The problem is to find a Skorohod imbedding of a given measure into one-dimensional Brownian motion using non-randomized stopping times. One-dimensional potential theory is used as a tool
Comment: The construction is related to that of Dubins (see
516). In this volume
1012 also constructs non-randomized Skorohod imbeddings. A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Skorohod imbeddingNature: Original Retrieve article from Numdam
XI: 18, 327-339, LNM 581 (1977)
CAIROLI, Renzo;
WALSH, John B.
Prolongement de processus holomorphes. Cas ``carré intégrable'' (
Several parameter processes)
This paper concerns a class of two-parameter (real) processes adapted to the filtration of the Brownian sheet, and called holomorphic in the seminal paper of the authors in
Acta Math. 4, 1975. These processes have stochastic integral representations along (increasing) paths, with a common kernel called their derivative. Under an integrability restriction, a process holomorphic in a region of the plane is shown to be extendable as a holomorphic process to a larger region of a canonical shape (intersection of a rectangle and a disk centered at the origin)
Comment: See also
1119Keywords: Holomorphic processes,
Brownian sheetNature: Original Retrieve article from Numdam
XI: 19, 340-348, LNM 581 (1977)
CAIROLI, Renzo;
WALSH, John B.
Some examples of holomorphic processes (
Several parameter processes)
This is a sequel to the preceding paper
1118. It also extends the definition to processes defined on a random domain
Comment: See the author's paper in
Ann. Prob. 5, 1971 for additional results
Keywords: Holomorphic processes,
Brownian sheetNature: Original Retrieve article from Numdam
XI: 20, 349-355, LNM 581 (1977)
CAIROLI, Renzo;
WALSH, John B.
On changing time (
Several parameter processes)
The analogue of the well-known result that any continuous martingale can be time changed into a Brownian motion using its own quadratic variation process is answered negatively for two-parameter martingales (even strong ones) in the filtration of the Brownian sheet
Keywords: Brownian sheetNature: Original Retrieve article from Numdam
XI: 33, 490-492, LNM 581 (1977)
WALSH, John B.
A property of conformal martingales (
Martingale theory)
Almost every path of a (complex) conformal martingale on the open time interval $]0,\infty[$ has the following behaviour at time $0$: either it has a limit in the Riemann sphere, or it is everywhere dense
Comment: See also
1408Keywords: Conformal martingalesNature: Original Retrieve article from Numdam
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 Retrieve article from Numdam
XVI: 16, 212-212, LNM 920 (1982)
WALSH, John B.
A non-reversible semi-martingale (
Stochastic calculus)
A simple example is given of a continuous semimartingale (a Brownian motion which stops at time $1$ and starts moving again at time $T>1$, $T$ encoding all the information up to time $1$) whose reversed process is not a semimartingale
Keywords: Semimartingales,
Time reversalNature: Original Retrieve article from Numdam
XXVII: 17, 173-176, LNM 1557 (1993)
WALSH, John B.;
YOR, Marc
Some remarks on $A(t,B_t)$ Retrieve article from Numdam
XXXIX: 04, 117-118, LNM 1874 (2006)
WALSH, John B.
A lost scroll
