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 Retrieve article from Numdam
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 processesNature: Exposition Retrieve article from Numdam