Boundary Conditions for Certain Markov Processes
Anatoli Vladimirovich Skorokhod · Theory of Probability and Its Applications · 1964
In the article a boundary for a Markov process is defined. This boundary is connected with the harmonic functions of the process and is analogous to the Martin boundary. It is established that all the functions belonging to the domain of the infinitesimal operator of the process satisfy a certain condition on this boundary. This condition and the characteristic operator of the process determine the process completely.