On temporally completely monotone functions for Markov processes
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Publication:431521
DOI10.1214/11-PS179zbMath1245.60071MaRDI QIDQ431521
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
Markov process; completely excessive function; completely superharmonic function; Lamperti process; Lamperti's correspondence; temporally completely monotone function
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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