Stopping distributions for right processes

DOI10.1007/BF01198789zbMath0729.60071OpenAlexW2063617295MaRDI QIDQ806175

Neil Falkner, Patrick J. Fitzsimmons

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198789

zbMATH Keywords

right processexcessive measurenon-randomized stopping

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Related Items (9)

Embedding in Brownian motion with drift and the Azéma-Yor construction ⋮ A weak quasi-Lindelöf property and quasi-fine supports of measures ⋮ A remark on Kac's scattering length formula ⋮ Potential theory of infinite dimensional Lévy processes ⋮ Convexity properties of harmonic measures ⋮ Independence of time and position for a random walk ⋮ From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ On Skorokhod embeddings and Poisson equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fine domination principle for excessive measures
• Markoff processes and potentials. I, II, III
• Excessive measures and Markov processes with random birth and death
• On the potential theory of symmetric Markov processes
• On the equivalence of three potential principles for right Markov processes
• The distribution of Brownian motion in \(R^ n\) at a natural stopping time
• Potentials of stopped distributions
• Markov processes and nonsymmetric Dirichlet forms without regularity
• Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential
• The stopping distributions of a Markov process
• Existence of dual processes
• Sopra alcune questioni di geometria delle masse, cinematica delle masse e stereodinamica
• Naturality, standardness, and weak duality for Markov processes
• Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
• Stopped distributions for Markov processes in duality
• Skorokhod Embedding by Randomized Hitting Times
• Théorie générale des processus et retournement du temps
• The sector condition implies that semipolar sets are quasi-polar
• Potential Theory of Lévy Processes
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod

This page was built for publication: Stopping distributions for right processes