On temporally completely monotone functions for Markov processes

DOI10.1214/11-PS179zbMath1245.60071OpenAlexW2049318190MaRDI QIDQ431521

Francis Hirsch, Marc Yor

Publication date: 28 June 2012

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ps/1336658304

zbMATH Keywords

Markov processcompletely excessive functioncompletely superharmonic functionLamperti processLamperti's correspondencetemporally completely monotone function

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Self-similar stochastic processes (60G18) Transition functions, generators and resolvents (60J35)

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