Suppose we are given family of transition functions satisfying Chapman-Kolmogorov equation, what conditions will ensure that there exists a continuous or cadlag Markov process with given transition functions. And what conditions will ensure the existence of Markov process with Strong Markov property?
2026-04-03 19:09:10.1775243350
Strong Markov property given transition functions
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It is sufficient for transition functions to satisfy Feller property.Here is the link for discussion about the result - click here