Splitting times for Markov processes and a generalised Markov property for diffusions
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Publication:4776699
DOI10.1007/BF00532861zbMath0288.60064MaRDI QIDQ4776699
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
Related Items (10)
Path decompositions for Markov chains. ⋮ Zero-One Laws and the Minimum of a Markov Process ⋮ A conversation with Jim Pitman ⋮ On the maximum increase and decrease of one-dimensional diffusions ⋮ Markovian bridges: weak continuity and pathwise constructions ⋮ Birth times, death times and time substitutions in Markov chains ⋮ Markov processes conditioned on their location at large exponential times ⋮ (Homogeneous) Markovian bridges ⋮ On Inversions and Doob h-Transforms of Linear Diffusions ⋮ Martin boundaries for some space-time Markov processes
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