A decomposition for Markov processes at an independent exponential time
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Publication:5357288
DOI10.26493/1855-3974.943.2a3zbMath1372.60111MaRDI QIDQ5357288
Publication date: 14 September 2017
Published in: Ars Mathematica Contemporanea (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.26493/1855-3974.943.2a3
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60J65: Brownian motion
60J60: Diffusion processes
60J55: Local time and additive functionals