On the structure of certain excursions of a Markov process

DOI10.1007/BF00533251MaRDI QIDQ4162254zbMATH OpenOpenAlexFDO

Authors Bernard Maisonneuve

Publication date 1979

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

Full work available at URL https://doi.org/10.1007/bf00533251

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• Excursions of a Markov process
• Exit systems
• scientific article; zbMATH DE number 3491988 (Why is no real title available?)

Cited in

(3)

• Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
• Excursions of dual processes
• On the excursions of Markov processes in classical duality

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