On the excursions of Markov processes in classical duality

DOI10.1007/BF00354031zbMath0616.60070MaRDI QIDQ1821428

Patrick J. Fitzsimmons

Publication date: 1987

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

zbMATH Keywords

excursion theoryMarkov processes in duality

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Related Items (6)

General gauge and conditional gauge theorems ⋮ Large deviations results for subexponential tails, with applications to insurance risk ⋮ Drift transforms and Green function estimates for discontinuous processes ⋮ Brownian Excursions from Hyperplanes and Smooth Surfaces ⋮ (Homogeneous) Markovian bridges ⋮ Gaugeability and conditional gaugeability

Cites Work

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• On the structure of certain excursions of a Markov process
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• Time Reversions of Markov Processes
• [https://portal.mardi4nfdi.de/wiki/Publication:5551944 Propri�t�s de continuit� fine des fonctions coexcessives]
• Discontinuous additive functionals of dual processes
• Mesures Associees Aux Fonctionnelles Additives de Markov. I

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