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Characterizing all diffusions with the 2M-X property

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Publication:1154744
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DOI10.1214/AOP/1176994362zbMATH Open0465.60063OpenAlexW2080874581MaRDI QIDQ1154744FDOQ1154744


Authors: L. C. G. Rogers Edit this on Wikidata


Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994362





zbMATH Keywords

Bessel processpath decompositionMarkov kernelspeed measure


Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)



Cited In (5)

  • Some penalisations of the Wiener measure
  • Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings
  • A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)
  • Discrete integrable systems and Pitman's transformation
  • Mixing markovian laws; with an application to path decompositions†





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