Excursions of a Markov process
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(38)- On the first positive and negative excursion exceeding a given length
- Local time and excursions of reflected Brownian motion in a wedge
- Stability of overshoots of Markov additive processes
- Excursions of the integral of the Brownian motion
- Recurrent extensions of self-similar Markov processes and Cramér's condition
- Ensembles r�g�n�ratifs de la droite
- Order statistics for jumps of normalised subordinators
- Functional limit theorem for occupation time processes of intermittent maps
- Retracted: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Exit systems for dual markov processes
- On the excursion theory for linear diffusions
- Excursions of Markov processes: An approach via Markov additive processes
- Excursions of dual processes
- On bivariate distributions of the local time of Itô-McKean diffusions
- Interpolation for partly hidden diffusion processes
- Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
- On invariant measures and dual excursions of Markov processes
- On the excursions of Markov processes in classical duality
- State constrained reachability for stochastic hybrid systems
- On the distribution of Brownian areas
- A new firing paradigm for integrate and fire stochastic neuronal models
- Some random time dilations of Markov process
- Approximation models for the continuous additive functionals of multidimensional Brownian motion
- Birth and death of a stationary Markov process
- Limit theorems for local times and applications to SDEs with jumps
- Spinning Brownian motion
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)
- On Excursions of Reflecting Brownian Motion
- Skew Brownian motion-type of extensions
- On the structure of certain excursions of a Markov process
- Enhancing of semigroups
- A probabilistic approach to spectral analysis of growth-fragmentation equations
- Excursions of Brownian motion and bessel processes
- The excursion measure away from zero for spectrally negative Lévy processes
- Riesz decompositions and subtractivity for excessive measures.
- Excessive measures and Markov processes with random birth and death
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