scientific article; zbMATH DE number 193631
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Publication:4040434
This book is devoted to a deep study of right processes, a class of Markov processes which contains all the reasonable processes and is stable under a large number of probabilistic transformations. It contains the results proved on general Markov processes over a period of nearly twenty years (the well-known book of \textit{R. M. Blumenthal} and \textit{R. K. Getoor} [Markov processes and potential theory. Boston, MA: Academic Press] appeared in 1968; see [Zbl 0169.49204]) with the notable exceptions of: Martin boundaries, time reversal, and Kuznetsov measures. One should note as special features of the book the importance given to homogeneous random measures (rather than to just additive functionals), a complete discussion of Lévy systems and of excursion theory. The quality of the text is outstanding, the greatest care being given to every detail. The technical level is rather high, and methods of the so- called ``general theory of processes are used all over the book, as well as the techniques of Ray compactification; but the author has been careful to sketch the results he needs in concise and well written Appendices. This book will obviously become the standard reference in this theory. Contents: Fundamental hypotheses. Transformations. Homogeneity. Random measures. Ray-Knight (compactification) methods. Stochastic calculus. Multiplicative functionals. Additive functionals. Appendices. Indexes.
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Cited in
(only showing first 100 items - show all)- Feynman-Kac formula for left continuous additive functionals and extended Kato class measures
- Measure-valued flows given consistent exchangeable families
- Nonlinear filtering of semi-Dirichlet processes
- Markov processes with identical excessive measures
- Additive functionals and entrance laws
- Excessive measures and Markov processes with random birth and death
- Construction of right processes from excursions
- A note on discontinuous time changes of Markov processes
- Revuz measures and time changes
- A representation of local time for Lipschitz surfaces
- Construction and regularity of measure-valued Markov branching processes
- A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
- Excursions of dual processes
- Symmetry groups of Markov processes and the diagonal principle
- A characterization of \(h\)-Brownian motion by its exit distributions
- Measure-valued branching processes with immigration
- The compact support property for solutions to the heat equation with noise
- Measure-valued branching diffusions with spatial interactions
- Birth delay of a Markov process and the stopping distributions for regular processes
- Duality and integral representation for excessive measures
- Uniqueness of Schrödinger operators restricted in a domain
- Multi-armed bandits in discrete and continuous time
- Local property of Dirichlet forms and diffusions on general state spaces
- Local field Brownian motion
- Nonlinear perturbations of positive semigroups
- Topological conditions enabling use of Harris methods in discrete and continuous time
- Construction of Markov processes and associated multiplicative functionals from given harmonic measures
- Probabilistic approach to the Dirichlet problem of perturbed stable processes
- On regularity of superprocesses
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- The radial part of Brownian motion. II: Its life and times on the cut locus
- Branching measure-valued processes
- Degenerate convergence of semigroups
- Choquet-type integral representation of polysupermedian measures
- Some zero-one laws for additive functionals of Markov processes
- Measures not charging semipolars and equations of Schrödinger type
- Perfect cocycles through stochastic differential equations
- On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions
- Absolute continuity of symmetric diffusions
- On the Markov property of local time for Markov processes on graphs
- Lévy processes and homogeneous killing transformation
- Energy functionals and killing transform
- On exponential families of Markov processes
- Deviation inequalities for continuous martingales
- New perspectives on Ray's theorem for the local times of diffusions
- Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms
- Drift transforms and Green function estimates for discontinuous processes
- Brownian sheet and capacity
- Hardy's inequality for Dirichlet forms
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- On exponentials of additive functionals of Markov processes
- Conditional gaugeability and subcriticality of generalized Schrödinger operators
- Path transformations for local times of one-dimensional diffusions
- Diffusion transformations, Black-Scholes equation and optimal stopping
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Perturbation by non-local operators
- The argmin process of random walks, Brownian motion and Lévy processes
- Asymptotic results for exponential functionals of Lévy processes
- On purely discontinuous additive functionals of subordinate Brownian motions
- A probabilistic approach to spectral analysis of growth-fragmentation equations
- Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching
- Totally ordered measured trees and splitting trees with infinite variation
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
- Renormalized solutions of semilinear elliptic equations with general measure data
- Properties of switching jump diffusions: maximum principles and Harnack inequalities
- Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
- Nonnegative entire bounded solutions to some semilinear equations involving the fractional Laplacian
- A Skorokhod map on measure-valued paths with applications to priority queues
- Characterization for the existence of bounded solutions to elliptic equations
- Superposition operators on Dirichlet spaces
- Time changes of symmetric diffusions and Feller measures
- Backward stochastic differential equations associated to a symmetric Markov process
- A Lyapunov view on positive harris recurrence of multiclass queueing networks
- Continuous-state branching processes in Lévy random environments
- Some Markov processes with Brownian exit distributions
- Brownian motion on the continuum tree
- Stochastic bifurcation models
- Time changes of symmetric Markov processes and a Feynman-Kac formula
- Transformation of symmetric multiplicative functionals
- Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
- Superprocesses of stochastic flows
- Strongly supermedian kernels and Revuz measures
- Pinching and twisting Markov processes
- Large deviations of Jackson networks.
- Absolute continuity of symmetric Markov processes.
- Trimmed trees and embedded particle systems.
- Efficient Markovian couplings: Examples and counterexamples.
- A weak quasi-Lindelöf property and quasi-fine supports of measures
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- Multiplicative functionals of Lévy processes
- Sample path behaviour in connection with generalized arcsine laws
- Immigration structures associated with Dawson-Watanabe superprocesses
- A multiclass closed queueing network with unconventional heavy traffic behavior
- On subharmonicity for symmetric Markov processes
- A remark on Kac's scattering length formula
- SPDE limits of many-server queues
- On a representation of additive functionals of zero quadratic variation
- Characterizations of Radon spaces
- Time reversal of Markov processes and relativistic quantum theory
- Uniform large deviations for parabolic SPDEs and applications
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