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Anticipation Processes

Published online by Cambridge University Press:  05 September 2017

J. F. C. Kingman
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Abstract

An anticipation process is a continuous-time Markov process, having an element of deterministic drift in its transition structure. The theory of such processes, developed here from an elementary (Chapman-Kolmogorov) point of view, draws together a number of threads of theoretical and applied probability.

Information

Type
Part V — Stochastic Processes
Information
Journal of Applied Probability , Volume 12 , Issue S1 , 1975, pp. 201 - 215
Copyright
Copyright © 1975 Applied Probability Trust 

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