On the Markov property of local time for Markov processes on graphs

DOI10.1016/S0304-4149(96)00093-2zbMATH Open0879.60075MaRDI QIDQ1374632FDOQ1374632

Authors Nathalie Eisenbaum, Haya Kaspi

Publication date 10 December 1997

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

zbMATH Keywords

local timeMarkov propertyconnected planar graphtransient right processWalsh diffusion

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Right processes (60J40)

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Cites work

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• A necessary and sufficient condition for the Markov property of the local time process
• Dynkin's isomorphism theorem and the Ray-Knight theorems
• Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
• On Dynkin's Markov property of random fields associated with symmetric processes
• On the Markov property of local time for Markov processes on graphs
• On the Ray-Knight Markov Property of Local Times
• Random Walks and A Sojourn Density Process of Brownian Motion
• Sojourn times of diffusion processes
• The equivalence of diffusions on networks to Brownian motion

Cited in

(9)

• Joint density for the local times of continuous-time Markov chains
• On the Markov property of local time for Markov processes on graphs
• scientific article; zbMATH DE number 816115 (Why is no real title available?)
• The Markov property of the occupation time for discrete Markov processes
• A necessary and sufficient condition for the Markov property of the local time process
• Markov processes on time-like graphs
• scientific article; zbMATH DE number 3907513 (Why is no real title available?)
• Brownian motions on metric graphs
• Continuous Time Markov Processes on Graphs

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