scientific article; zbMATH DE number 3403572
From MaRDI portal
Publication:5670039
zbMath0255.60046MaRDI QIDQ5670039
Paul-André Meyer, Robert T. Smythe, John B. Walsh
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (39)
On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms ⋮ Zero-One Laws and the Minimum of a Markov Process ⋮ Optimal Stopping of One-Dimensional Diffusions ⋮ No triple point of planar Brownian motion is accessible ⋮ Coterminal families and the strong Markov property ⋮ Markov processes and their functional in duality ⋮ Markovian bridges: weak continuity and pathwise constructions ⋮ Théorie générale des processus et retournement du temps ⋮ Birth and death of a stationary Markov process ⋮ Kinetic theory and Lax equations for shock clustering and Burgers turbulence ⋮ Sample functions at a last exit time ⋮ On arbitrages arising with honest times ⋮ Time changes of Markov chains ⋮ Germ sigma fields and the natural state space of a Markov process ⋮ Comultiplicative functionals and the birthing of a Markov process ⋮ A Martin Boundary in the Plane ⋮ Reactive trajectories and the transition path process ⋮ Renaissance, recollements, mélanges, ralentissement de processus de Markov ⋮ Birthing Markov processes at random rates ⋮ Brownian Motion at a Slow Point ⋮ Study of a filtration expanded to include an honest time ⋮ Independence times for iid sequences, random walks and Lévy processes ⋮ (Homogeneous) Markovian bridges ⋮ Stable processes: Sample function growth at a local minimum ⋮ Intrinsically homogeneous sets, splitting times, and the big shift ⋮ Splitting times and shift functionals ⋮ Markov properties of a Markov process ⋮ The Markov property at co-optional times ⋮ Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) ⋮ Dual markov functionals: Applications of a useful auxiliary process ⋮ Quelques applications de la théorie générale des processus. I ⋮ Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle ⋮ Time reversal and last passage time of diffusions with applications to credit risk management ⋮ Killing times for Markov processes ⋮ Regular birth and death times ⋮ Coterminal Families and the Strong Markov Property ⋮ The lifetime of conditioned Brownian motion ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process ⋮ Splitting times for Markov processes and a generalised Markov property for diffusions
This page was built for publication: