On invariant measures and dual excursions of Markov processes

DOI10.1007/BF00531528zbMath0525.60076MaRDI QIDQ3038335

Haya Kaspi

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

duality measurerepresentation of invariant measures for Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Related Items (6)

Revuz measures and time changes ⋮ Exit systems for dual markov processes ⋮ Brownian Excursions from Hyperplanes and Smooth Surfaces ⋮ On the excursions of Markov processes in classical duality ⋮ Lévy Systems and Time Changes ⋮ Stable Lévy processes in a cone

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