On the Itô excursion process (Q1072246)
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scientific article; zbMATH DE number 3942652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Itô excursion process |
scientific article; zbMATH DE number 3942652 |
Statements
On the Itô excursion process (English)
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1986
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Necessary and sufficient conditions are given, for a process to be the excursion process of some strong Markov process. These are modifications of necessary conditions of Itô, which are here shown by example not to be sufficient.
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excursion process
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strong Markov process
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0.774980366230011
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0.7599601149559021
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