Mean occupation times of continuous one-dimensional Markov processes (Q1275941)

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Mean occupation times of continuous one-dimensional Markov processes
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    Mean occupation times of continuous one-dimensional Markov processes (English)
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    14 January 1999
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    The author gives a general method for finding the long-time asymptotic growth rate of mean occupation times of one-dimensional strong Markov processes. This method starts from a well-known decomposition of the resolvent [\textit{Y. Kasahara}, Japan J. Math., new Ser. 1, 67-84 (1975; Zbl 0348.60113)] as well as from some new comparison results. Special attention is paid to the occupation times measured according to a function, which is supported on the whole range of the Markov process. An extended example on isotropic Brownian flows is given to illustrate the use of the method.
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    Markov processes
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    occupation times
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    Krein's correspondence
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