Markov processes with identical last exit distributions

DOI10.1007/BF00575526zbMATH Open0476.60070OpenAlexW1964501993MaRDI QIDQ3932092FDOQ3932092

Authors: Joseph Glover 

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00575526

zbMATH Keywords

equilibrium measurestime changelast exit distributionlocally Hunt process

Mathematics Subject Classification ID

Right processes (60J40) Probabilistic potential theory (60J45)

Cites Work

• Mesures Associees Aux Fonctionnelles Additives de Markov. I
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• Semimartingales and Markov processes
• Probabilistic approach to the equilibrium problem in potential theory
• Last exit times and additive functionals
• Markov processes with identical hitting distributions
• Théorie générale des processus et retournement du temps
• A fundamental property of Markov processes with an application to equivalence under time changes
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• Meyer's theorem on predictability
• Intrinsically homogeneous sets, splitting times, and the big shift

Cited In (4)

• Markov Processes with Identical Hitting Probabilities
• Representing last exit potentials as potentials of measures
• A characterization of Brownian motion in a Lipschitz domain by its killing distributions
• A characterization of \(h\)-Brownian motion by its exit distributions

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