A generalization of Dynkin's identity and some applications

DOI10.1214/aop/1176996886zbMath0264.60048OpenAlexW1987937557MaRDI QIDQ2561798

Krishna B. Athreya, Thomas G. Kurtz

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aop/1176996886

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Markov processes (60J99)

Related Items (7)

A probabilistic generalization of Taylor's theorem ⋮ Monotone stopping rules forstochastic processes in a semimartingale representation with applications ⋮ Unnamed Item ⋮ Strong approximation theorems for density dependent Markov chains ⋮ Relative densities of semimartingales ⋮ Brownian motion, exit times and stochastic Riemannian geometry ⋮ First hitting time for Bessel processes

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