Markovian projections
Let $(X_t)_{t \geq 0}$ be a Markov process with transition semigroup $(T_t)_{t \geq 0}$, that is for any $f \in M_b(E)$ it holds
\[ E_x(f(X_t)) = T_tf(x), \quad x \in E. \]Let $(X_t)_{t \geq 0}$ be a Markov process with transition semigroup $(T_t)_{t \geq 0}$, that is for any $f \in M_b(E)$ it holds
\[ E_x(f(X_t)) = T_tf(x), \quad x \in E. \]