On Deterministic Markov Processes: Expandability and Related Topics
Abstract
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line, can be a path of a process in the respective class. This is useful in particular in the construction of (counter-)examples. Furthermore we characterize the processes of this kind, which are homogeneous in space and time. The semimartingale property is characterized in terms of the jumps of a one-dimensional deterministic Markov process. We emphasize the differences between the time homogeneous and the time inhomogeneous case and we show that a deterministic Markov process is in general more complicated than a Hunt process plus 'jump structure'.
Cite
@article{arxiv.1111.1912,
title = {On Deterministic Markov Processes: Expandability and Related Topics},
author = {Alexander Schnurr},
journal= {arXiv preprint arXiv:1111.1912},
year = {2012}
}
Comments
20 pages, 6 figures