  Any exchangeable Markov processes on $[k]^{\mathbb{N}}$ with cadlag sample
paths projects to a Markov process on the simplex whose sample paths are cadlag
and of locally bounded variation. Furthermore, any such process has a de
Finetti-type description as a mixture of i.i.d. copies of time-inhomogeneous
Markov processes on $[k]$. In the Feller case, these time-inhomogeneous Markov
processes have a relatively simple structure; however, in the non-Feller case a
greater variety of behaviors is possible since the transition law of the
underlying Markov process on $[k]^{\zz{N}}$ can depend in a non-trivial way on
the exchangeable $\sigma$-algebra of the process.
