Timeline for Extending state space to make a process Feller
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Feb 7, 2020 at 19:14 | history | edited | YCor |
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| Jun 8, 2011 at 1:45 | vote | accept | Nate Eldredge | ||
| Jun 7, 2011 at 22:34 | answer | added | George Lowther | timeline score: 11 | |
| Jun 7, 2011 at 0:43 | comment | added | George Lowther | This 1975 paper by Getoor & Sharp describes the method in detail. numdam.org/item?id=AIF_1975__25_3-4_207_0 | |
| Jun 6, 2011 at 23:32 | comment | added | George Lowther | I think you should search for "Ray-Knight compactification" (eom.springer.de/r/r077710.htm), although that is rather more general and applies to a process taking values in any universally measurable subset of a compact metric space. | |
| Jun 6, 2011 at 23:16 | comment | added | Nate Eldredge | @George: Thanks, that sounds perfect. I have some questions about details though; can you recommend a reference, before I start bombarding you with followup questions? :) | |
| Jun 6, 2011 at 22:59 | comment | added | George Lowther | Yes. You can consider the smallest $C^*$-subalgebra of $C_b$ containing $C_0$ and closed under applying $T_t$. It is normal to restrict to lccb spaces in the definition of Feller processes though (locally compact with a countable basis). | |
| Jun 6, 2011 at 18:00 | history | asked | Nate Eldredge | CC BY-SA 3.0 |