Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85611
Authors: 
Spreij, Peter
Year of Publication: 
1997
Series/Report no.: 
Tinbergen Institute Discussion Paper 97-029/4
Abstract: 
In this paper we rederive some well known results for continuous time Markov processes that live on a finite state space.Martingale techniques are used throughout the paper. Special attention is paid to the construction of a continuous timeMarkov process, when we start from a discrete time Markov chain. The Markov property here holds with respect tofiltrations that need not be minimal.
Document Type: 
Working Paper

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