On temporally completely monotone functions for Markov processes

DOI10.1214/11-PS179zbMath1245.60071MaRDI QIDQ431521

Francis Hirsch, Marc Yor

Publication date: 28 June 2012

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ps/1336658304

zbMATH Keywords

Markov process; completely excessive function; completely superharmonic function; Lamperti process; Lamperti's correspondence; temporally completely monotone function

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J45: Probabilistic potential theory

60G18: Self-similar stochastic processes

60J35: Transition functions, generators and resolvents

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