scientific article; zbMATH DE number 3605721

MaRDI QIDQ4171380zbMATH OpenFDO

Authors P. W. Millar

Publication date 1977

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Continuous-time Markov processes on general state spaces (60J25) Right processes (60J40) Diffusion processes (60J60) Markov processes (60J99)

Cited in

(13)

• On a fluctuation identity for multidimensional Lévy processes
• A decomposition of the Brownian path
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
• Splitting and time reversal for Markov additive processes
• Birth times, death times and time substitutions in Markov chains
• Structure of shocks in Burgers turbulence with Lévy noise initial data
• Intrinsically homogeneous sets, splitting times, and the big shift
• Birthing Markov processes at random rates
• Study of a filtration expanded to include an honest time
• Splitting times and shift functionals
• A factorization of a Lévy process over a phase-type horizon
• Stopping times in the filtration of a Brownian motion stopped at its last passage time
• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)

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