On construction of Markov processes

DOI10.1007/BF00533718MaRDI QIDQ3957739zbMATH OpenOpenAlexFDO

Authors R. M. Blumenthal

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533718

zbMATH Keywords

Poisson point processprescribed entrance law

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27)

Cites work

• Brownian motions on a half line
• Exit systems
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• On stable processes with boundary conditions
• Renaissance, recollements, mélanges, ralentissement de processus de Markov

Cited in

(12)

• Itô's excursion theory and its applications
• On the Itô excursion process
• Construction of right processes from excursions
• Excursion theory for rotation invariant Markov processes
• Skew Brownian motion-type of extensions
• Stable Lévy processes in a cone
• Recurrent extensions of self-similar Markov processes and Cramér's condition. II
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• Langevin process reflected on a partially elastic boundary. II
• A jump-type SDE approach to real-valued self-similar Markov processes
• Spectral decomposition of fractional operators and a reflected stable semigroup
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes

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