Excursions of a Markov process
From MaRDI portal
Publication:1254785
DOI10.1214/aop/1176995086zbMath0399.60069OpenAlexW1973858070MaRDI QIDQ1254785
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995086
Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Right processes (60J40)
Related Items
[https://portal.mardi4nfdi.de/wiki/Publication:3961546 Ensembles r�g�n�ratifs de la droite], Retracted: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains, Order statistics for jumps of normalised subordinators, The excursion measure away from zero for spectrally negative Lévy processes, Local time and excursions of reflected Brownian motion in a wedge, On the distribution of Brownian areas, Skew Brownian motion-type of extensions, A new firing paradigm for integrate and fire stochastic neuronal models, Unnamed Item, Stability of overshoots of Markov additive processes, On bivariate distributions of the local time of Itô-McKean diffusions, A probabilistic approach to spectral analysis of growth-fragmentation equations, Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion), Scaling limit of a limit order book model via the regenerative characterization of Lévy trees, Approximation models for the continuous additive functionals of multidimensional Brownian motion, Birth and death of a stationary Markov process, Excursions of the integral of the Brownian motion, Excursions of dual processes, Spinning Brownian motion, Interpolation for partly hidden diffusion processes, Enhancing of semigroups, State constrained reachability for stochastic hybrid systems, Exit systems for dual markov processes, On invariant measures and dual excursions of Markov processes, On Excursions of Reflecting Brownian Motion, On the structure of certain excursions of a Markov process, On the excursion theory for linear diffusions, Some random time dilations of Markov process, A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation, Functional limit theorem for occupation time processes of intermittent maps, Excursions of Brownian motion and bessel processes, On the excursions of Markov processes in classical duality, On the first positive and negative excursion exceeding a given length, Limit theorems for local times and applications to SDEs with jumps, Excursions of Markov processes: An approach via Markov additive processes, Recurrent extensions of self-similar Markov processes and Cramér's condition, Excessive measures and Markov processes with random birth and death, Riesz decompositions and subtractivity for excessive measures.
