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 816
Keywords: Multiplicative functionals, Multiplicative kernels
Nature: Exposition
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