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Questions tagged [markov-process]

A stochastic process satisfying the Markov property: the distribution of the future states given the value of the current state does not depend on the past states. Use this tag for general state space processes (both discrete and continuous times); use (markov-chains) for countable state space processes.


If $X^{(n)},X$ are càdlàg and $X^{(n)}\to X$ in distribution, do the corresponding transition semigroups strongly converge?

Let $\left(\kappa^{(n)}_t\right)_{t\ge0}$ and $(\kappa_t)_{t\ge0}$ be Markov semigroups on $(\mathbb R,\mathcal B(\mathbb R))$ for $n\in\mathbb N$ $(T_n(t))_{t\ge0}$ and $(T(t))_{t\ge0}$ be strongly ...