Suppose I have a Markov process $X_{t}$ with state space $\Omega$ and generator $L$.
I consider a function $f:\Omega\to\mathbb R$.
Is the couple $(X_t, f(X_t))$ still a Markov process?
If yes, is it possible to construct its generator?
2026-03-28 17:39:27.1774719567
Function of a Markov process and its generator
32 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
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