Weak Existence and Uniqueness
Theorem (Rei-W ‘88, Tay-W ‘93)
There is a SRBM starting
from each point in iff
is completely-S. In this case, each
such SRBM is unique in law and
these laws define a continuous
strong Markov process.
Defn: R is completely-S iff for
each principal submatrix of R
there is
W
R
+
J
R
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