Exit systems
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(67)- Revuz measures under time change
- On the first positive and negative excursion exceeding a given length
- One-point reflection
- Local time and excursions of reflected Brownian motion in a wedge
- Revuz measures and time changes
- On construction of Markov processes
- A Martin Boundary in the Plane
- Stable Lévy processes in a cone
- Bridging the first and last passage times for Lévy models
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
- Geometric properties of 2-dimensional Brownian paths
- On the symmetric wiener-hopf factorization for markov additive processes
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- On Lévy processes conditioned to avoid zero
- Calculation of some conditional excursion formulae
- Minimal fine derivatives and Brownian excursions
- Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
- Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
- A representation of local time for Lipschitz surfaces
- Excursions of a Markov process induced by continuous additive functionals
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Stochastic bifurcation models
- Non-extinction of a Fleming-Viot particle model
- Exit systems for dual markov processes
- Boundary traces of shift-invariant diffusions in half-plane
- Brownian earthworm
- On the excursion theory for linear diffusions
- Excursions of Markov processes: An approach via Markov additive processes
- On the works of kiyosi itô and stochastic analysis
- Excursions of dual processes
- A construction of catalytic super-Brownian motion via collision local time
- Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
- On bivariate distributions of the local time of Itô-McKean diffusions
- Itô's excursion theory and its applications
- An optimal stopping problem for spectrally negative Markov additive processes
- Stationary distributions for diffusions with inert drift
- Entrance-exit results for semi-regenerative processes
- Decomposing the Brownian path via the range process
- A note on Wiener-Hopf factorization for Markov additive processes
- Splitting times and shift functionals
- Filtration shrinkage by level-crossings of a diffusion
- Small gaps in the range of stable processes
- On the Itô excursion process
- The argmin process of random walks, Brownian motion and Lévy processes
- On invariant measures and dual excursions of Markov processes
- On the excursions of Markov processes in classical duality
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
- Multiplicative functional for reflected Brownian motion via deterministic ODE
- Lenses in skew Brownian flow
- Some random time dilations of Markov process
- Stationary local random countable sets over the Wiener noise
- Lévy Systems and Time Changes
- Patterns in random walks and Brownian motion
- Stable processes: Sample function growth at a local minimum
- Birth and death of a stationary Markov process
- Divergent sums over excursions
- Spinning Brownian motion
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- On Excursions of Reflecting Brownian Motion
- On the structure of certain excursions of a Markov process
- Fluctuation theory and exit systems for positive self-similar Markov processes
- Enhancing of semigroups
- Hitting law asymptotics for a fluctuating Brownian functional
- Stochastic model for barrier crossings and fluctuations in local timescale
- Brownian excursions and minimal thinness. III: Applications to the angular derivative problem
- Excessive measures and Markov processes with random birth and death
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