Excursions of Markov processes: An approach via Markov additive processes

DOI10.1007/BF01844609zbMath0514.60073MaRDI QIDQ3660631

Haya Kaspi

Publication date: 1983

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

zbMATH Keywords

local timeMarkov additive processesfinite invariant measureexcursions of Markov processes

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

Related Items (4)

Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ On invariant measures and dual excursions of Markov processes ⋮ Lévy Systems and Time Changes ⋮ Excessive measures and Markov processes with random birth and death

Cites Work

• Classification of coharmonic and coinvariant functions for a Levy process
• Exit systems
• Excursions of a Markov process
• Systemes de Levy des processus de Markov
• On the symmetric wiener-hopf factorization for markov additive processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4101244 L�vy systems of Markov additive processes]
• Excursions of a Markov process induced by continuous additive functionals
• [https://portal.mardi4nfdi.de/wiki/Publication:4768424 Syst�mes r�g�n�ratifs et processus semi-markoviens]
• Markov additive processes. I
• Markov additive processes. II
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