Fictitious states, coupled laws and local time

DOI10.1007/BF00531652zbMath0181.21202OpenAlexW2039260937MaRDI QIDQ5571430

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Publication date: 1969

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

Full work available at URL: https://doi.org/10.1007/bf00531652

zbMATH Keywords

probability theory

Related Items (6)

Decomposition and construction of Markov chains ⋮ Approximation of local time at regular boundary points of a markov chain ⋮ Decomposition and construction of Markov chains ⋮ State Spaces for Markov Chains ⋮ Taboo probabilities in the entrance boundary theory of Markov chains ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

Cites Work

• On boundaries and lateral conditions for the Kolmogorov differential equations
• Resolvents, transition functions, and strongly Markovian processes
• Une généralisation des processus à accroissements positifs independants
• Local time as a derivative of occupation times
• Local times for Markov processes
• A New Method of Approximation in Markov-Chain Theory and its Application to Some Problems in the Theory of Random Time Substituion
• On local time for Markov chains
• A note on the Q-matrices of Markov Chains
• Local time at fictitious states
• Complément à l'étude des processus de Markoff
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