Sharpe M. General theory of Markov processes

London, ACADEMIC PRESS. 1988. — 438 pages.his work is intended to serve as a reference to the theory of right processes, a very general class of right continuous strong Markov processes. The use of the term general theory is meant to suggest both the absence of hypotheses of special type other than those for right processes, and the
coordination of the methods with those of the general theory of processes, as exposed in the first two volumes of Probability's et Potentiel by Dellacherie and Meyer. We do provide in the appendix a fairly extensive discussion and summary of the general techniques needed in the text, with hopes that it may lead the reader to a fuller appreciation of the Dellacherie-Meyer volumes.