A duality relation for entrance and exit laws for Markov processes

DOI10.1016/0304-4149(84)90015-2zbMath0523.60068MaRDI QIDQ1056466

J. Theodore Cox, Uwe Roesler

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90015-2

zbMATH Keywords

hitting times; dual processes; birth-death processes; entrance laws; exit laws

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J60: Diffusion processes

60J50: Boundary theory for Markov processes

Related Items

On the Generalized Drift Skorokhod Problem in One Dimension, Stochastic Duality of Markov Processes: A Study Via Generators, Speed of stability for birth-death processes, Systems of independent Markov chains, Generalized gambler's ruin problem: explicit formulas via Siegmund duality, On the notion(s) of duality for Markov processes

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