[1] K. L. Chung :
“The general theory of Markov processes according to Doeblin ,”
Z. Wahrscheinlichkeitstheorie und Verw. Gebiete
2 : 3
(1964 ),
pp. 230–254 .
MR
0166835
Zbl
0119.34604
article
BibTeX
@article {key0166835m,
AUTHOR = {Chung, Kai Lai},
TITLE = {The general theory of {M}arkov processes
according to {D}oeblin},
JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw.
Gebiete},
FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie
und Verwandte Gebiete},
VOLUME = {2},
NUMBER = {3},
YEAR = {1964},
PAGES = {230--254},
DOI = {10.1007/BF00533381},
NOTE = {MR:0166835. Zbl:0119.34604.},
ISSN = {0044-3719},
}
[2] K. L. Chung and J. L. Doob :
“Fields, optionality and measurability ,”
Amer. J. Math.
87 : 2
(April 1965 ),
pp. 397–424 .
MR
0214121
Zbl
0192.24604
article
People
BibTeX
@article {key0214121m,
AUTHOR = {Chung, K. L. and Doob, J. L.},
TITLE = {Fields, optionality and measurability},
JOURNAL = {Amer. J. Math.},
FJOURNAL = {American Journal of Mathematics},
VOLUME = {87},
NUMBER = {2},
MONTH = {April},
YEAR = {1965},
PAGES = {397--424},
DOI = {10.2307/2373011},
NOTE = {MR:0214121. Zbl:0192.24604.},
ISSN = {0002-9327},
}
[3] K. L. Chung :
“Markov processes with infinities ,”
pp. 23–32
in
Markov processes and potential theory
(Mathematical Research Center (U.S. Army) at University of Wisconsin, Madison, WI, May 1–3, 1967 ).
Edited by J. Chover .
Wiley (New York ),
1967 .
MR
0231447
Zbl
0189.17703
incollection
People
BibTeX
@incollection {key0231447m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Markov processes with infinities},
BOOKTITLE = {Markov processes and potential theory},
EDITOR = {Chover, Joshua},
PUBLISHER = {Wiley},
ADDRESS = {New York},
YEAR = {1967},
PAGES = {23--32},
NOTE = {(Mathematical Research Center (U.S.
Army) at University of Wisconsin, Madison,
WI, May 1--3, 1967). MR:0231447. Zbl:0189.17703.},
ISBN = {9780471156031},
}
[4] K. L. Chung and J. B. Walsh :
“To reverse a Markov process ,”
Acta Math.
123 : 1
(1969 ),
pp. 225–251 .
MR
0258114
Zbl
0187.41302
article
People
BibTeX
@article {key0258114m,
AUTHOR = {Chung, K. L. and Walsh, John B.},
TITLE = {To reverse a {M}arkov process},
JOURNAL = {Acta Math.},
FJOURNAL = {Acta Mathematica},
VOLUME = {123},
NUMBER = {1},
YEAR = {1969},
PAGES = {225--251},
DOI = {10.1007/BF02392389},
NOTE = {MR:0258114. Zbl:0187.41302.},
ISSN = {0001-5962},
}
[5] K. L. Chung :
“On diverse questions of time reversing in Markov chains (and processes) ,”
pp. 165–175
in
Proceedings of the twelfth biennial seminar of the Canadian Mathematical Congress on time series and stochastic processes, convexity and combinatorics
(University of British Columbia, Vancouver, BC, August 11–27, 1969 ).
Edited by R. Pyke .
Canadian Mathematical Congress (Montreal ),
1970 .
MR
0310976
Zbl
0235.60061
inproceedings
People
BibTeX
@inproceedings {key0310976m,
AUTHOR = {Chung, Kai Lai},
TITLE = {On diverse questions of time reversing
in {M}arkov chains (and processes)},
BOOKTITLE = {Proceedings of the twelfth biennial
seminar of the {C}anadian {M}athematical
{C}ongress on time series and stochastic
processes, convexity and combinatorics},
EDITOR = {Pyke, Ronald},
PUBLISHER = {Canadian Mathematical Congress},
ADDRESS = {Montreal},
YEAR = {1970},
PAGES = {165--175},
NOTE = {(University of British Columbia, Vancouver,
BC, August 11--27, 1969). MR:0310976.
Zbl:0235.60061.},
ISBN = {0919558003, 9780919558007},
}
[6] K. L. Chung :
“On the fundamental hypotheses of Hunt processes ,”
pp. 43–52
in
Convegno di calcolo delle probabilità
(INDAM, Rome, March–April, 1971 ).
Edited by F. Severi .
Symposia Mathematica IX .
Academic Press (London ),
1972 .
MR
0359019
Zbl
0242.60031
incollection
People
BibTeX
@incollection {key0359019m,
AUTHOR = {Chung, Kai Lai},
TITLE = {On the fundamental hypotheses of {H}unt
processes},
BOOKTITLE = {Convegno di calcolo delle probabilit\`a},
EDITOR = {Severi, Francesco},
SERIES = {Symposia {M}athematica},
NUMBER = {IX},
PUBLISHER = {Academic Press},
ADDRESS = {London},
YEAR = {1972},
PAGES = {43--52},
NOTE = {(INDAM, Rome, March--April, 1971). MR:0359019.
Zbl:0242.60031.},
}
[7] K. L. Chung :
“Some universal field equations ,”
pp. 90–97
in
Séminaire de Probabilités VI
(Université de Strasbourg, année universitaire 1970–1971 ).
Edited by A. Dold and B. Eckmann .
Lecture Notes in Mathematics 258 .
Springer (Berlin ),
1972 .
MR
0372973
Zbl
0238.60034
incollection
People
BibTeX
@incollection {key0372973m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Some universal field equations},
BOOKTITLE = {S\'eminaire de {P}robabilit\'es {VI}},
EDITOR = {Dold, A. and Eckmann, B.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {258},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1972},
PAGES = {90--97},
DOI = {10.1007/BFb0059463},
NOTE = {(Universit\'e de Strasbourg, ann\'ee
universitaire 1970--1971). MR:0372973.
Zbl:0238.60034.},
ISBN = {3540057730, 9783540057734},
}
[8] K. L. Chung and J. B. Walsh :
“Meyer’s theorem on predictability ,”
Z. Wahrscheinlichkeitstheorie und Verw. Gebiete
29 : 3
(1974 ),
pp. 253–256 .
MR
0370787
Zbl
0284.60069
article
People
BibTeX
@article {key0370787m,
AUTHOR = {Chung, Kai Lai and Walsh, John B.},
TITLE = {Meyer's theorem on predictability},
JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw.
Gebiete},
FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie
und verwandte Gebiete},
VOLUME = {29},
NUMBER = {3},
YEAR = {1974},
PAGES = {253--256},
DOI = {10.1007/BF00536284},
NOTE = {MR:0370787. Zbl:0284.60069.},
ISSN = {0044-3719},
}
[9] K. L. Chung and J. Glover :
“Left continuous moderate Markov processes ,”
Z. Wahrsch. Verw. Gebiete
49 : 3
(1979 ),
pp. 237–248 .
MR
547825
Zbl
0413.60063
article
Abstract
People
BibTeX
@article {key547825m,
AUTHOR = {Chung, Kai Lai and Glover, Joseph},
TITLE = {Left continuous moderate {M}arkov processes},
JOURNAL = {Z. Wahrsch. Verw. Gebiete},
FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie
und Verwandte Gebiete},
VOLUME = {49},
NUMBER = {3},
YEAR = {1979},
PAGES = {237--248},
DOI = {10.1007/BF00535496},
NOTE = {MR:547825. Zbl:0413.60063.},
ISSN = {0044-3719},
}
[10] K. L. Chung :
“Doubly-Feller process with multiplicative functional ,”
pp. 63–78
in
Seminar on stochastic processes, 1985
(University of Florida, Gainesville, FL, March, 1985 ).
Edited by E. Çinlar, K. L. Chung, R. K. Getoor, and J. Glover .
Progress in Probability and Statistics 12 .
Birkhäuser (Boston, MA ),
1986 .
MR
896735
Zbl
0603.60066
incollection
Abstract
People
BibTeX
Despite the common use of the term “Feller property”, there are variations in its definition. In the early literature on Markov processes, there are discussions of this and related properties, often under sets of bewildering assumptions. The coast should now be clear, but certain neat formulations may have been overlooked. In Section 1 of this note, some old results are reviewed in more general forms and an apparently new one is derived. In Section 2, the results are extended to include a multiplicative functional, of which prime example is that of Feynman–Kac, properly generalized.
@incollection {key896735m,
AUTHOR = {Chung, K. L.},
TITLE = {Doubly-{F}eller process with multiplicative
functional},
BOOKTITLE = {Seminar on stochastic processes, 1985},
EDITOR = {\c{C}inlar, E. and Chung, K. L. and
Getoor, R. K. and Glover, J.},
SERIES = {Progress in Probability and Statistics},
NUMBER = {12},
PUBLISHER = {Birkh\"auser},
ADDRESS = {Boston, MA},
YEAR = {1986},
PAGES = {63--78},
NOTE = {(University of Florida, Gainesville,
FL, March, 1985). MR:896735. Zbl:0603.60066.},
ISBN = {0817633316, 9780817633318},
}