Application du calcul stochastique a i'etude de processus de markov reguliers sur [0,1]

DOI10.1080/17442508608833417MaRDI QIDQ3749872zbMATH OpenOpenAlexFDO

Authors Sylvie Méléard

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833417

zbMATH Keywords

killingregular strong Markov processestime change

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• Continuous strong Markov processes in dimension one
• Stochastic calculus for symmetric Markov processes
• Stochastic calculus with respect to continuous finite quadratic variation processes
• Markov processes and their applications
• Diffusion processes and stochastic calculus

Cites work

• Instantaneous Control of Brownian Motion
• ON CONTINUOUS MARTINGALES
• Semimartingales and Markov processes
• The general diffusion operator and positivity preserving semigroups in one dimension

Cited in

(2)

• On the excursion theory for linear diffusions
• Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing

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