The goal of this paper is to define and study loop measures for Markov processes without transition densities. In particular, we prove the shift invariance of the based loop measure.
CITATION STYLE
Fitzsimmons, P., Jan, Y. L., & Rosen, J. (2015). Loop measures without transition probabilities. Lecture Notes in Mathematics, 2137, 299–320. https://doi.org/10.1007/978-3-319-18585-9_14
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