Mean occupation times of continuous one-dimensional Markov processes

DOI10.1016/S0304-4149(97)00051-3MaRDI QIDQ1275941zbMATHOpenAlexWikidataFDO

Authors Craig L. Zirbel

Publication date 14 January 1999

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

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00051-3

zbMATH Keywords

Markov processesoccupation timesKrein's correspondence

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)

Recommendations

• Occupation times in markov processes
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• Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
• On the Markov property of the occupation time for continuous-time inhomogeneous Markov chains
• Occupation time theorems for a class of one-dimensional diffusion processes
• Statistics of the occupation time for a class of Gaussian Markov processes
• Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

Cites work

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• A limit theorem for slowly increasing occupation times
• Isotropic stochastic flows
• Limit theorems for occupation times of Markov processes
• Limit theorems for random walks, birth and death processes, and diffusion processes
• Limit theorems of occupation times for Markov processes
• On Occupation Times for Markoff Processes
• On isotropic brownian motions
• On the Green functions of 1-dimensional diffusion processes
• Translation and dispersion of mass by isotropic Brownian flows

Cited in

(8)

• Occupation time densities for stable-like processes and other pure jump Markov processes
• Mutual winding angles of particles in Brownian stochastic flows with top Lyapunov exponent equal to zero
• ROTATION OF PARTICLES IN POLARIZED BROWNIAN FLOWS
• OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE
• Superprocesses over a stochastic flow
• Occupation measure functionals in merging phase space
• Translation and dispersion of mass by isotropic Brownian flows
• Statistics of the occupation time for a class of Gaussian Markov processes

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