Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0543.60073
Knight, F.B.
On the Ray topology. (English)
[A] Sémin. probabilités XVIII, 1982/83, Proc., Lect. Notes Math. 1059, 56-69 (1984).

[For the entire collection see Zbl 0527.00020.] \par The author wrote a short note in 1965 [Ill. J. Math. 9, 548-552 (1965; Zbl 0143.200)] in which he constructed what is now known as the Ray- Knight compactification. This has become a fundamental tool in the study of Markov processes. His construction was, however, not canonical; it depended on the choice of a family of functions. Although it has been shown since that the resulting topology is essentially unique, the construction itself and all succeeding constructions retain an ad hoc air. The author discusses this in the article, and then shows how to use his prediction process to define the Ray-Knight topology in a natural and satisfying way.
[J.Walsh]

MSC 2000:: *60J25 Markov processes with continuous parameter
60J45 Probabilistic potential theory
60G07 General theory of stochastic processes

Keywords: Ray-Knight compactification; prediction process

Citations: Zbl 0527.00020; Zbl 0143.200

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Article

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]