Excursions of a Markov process

Cited in

(39)

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

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