Sample functions at a last exit time
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Publication:4064785
DOI10.1007/BF00535677zbMath0307.60037MaRDI QIDQ4064785
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535677
Related Items
Zero-One Laws and the Minimum of a Markov Process, Stable processes: Sample function growth at a local minimum, Germ sigma fields and the natural state space of a Markov process
Cites Work
- Continuous additive functionals of a Markov process with applications to processes with independent increments
- Séminaire de probabilités. V. Université de Strasbourg
- The set of zeros of a semistable process
- Exit Properties of Stochastic Processes with Stationary Independent Increments
- Conditional brownian motion and the boundary limits of harmonic functions
- Local times for Markov processes
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