Mixing markovian laws; with an application to path decompositions†

DOI10.1080/17442508308833254MaRDI QIDQ4748935zbMATH OpenOpenAlexFDO

Authors Paavo Salminen

Publication date 1983

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508308833254

zbMATH Keywords

mixed Markov processthree dimensional Bessel processesWilliam's path decomposition theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Characterizing all diffusions with the 2M-X property
• Markov functions
• Martin boundaries for some space-time Markov processes
• On time inversion of one-dimensional diffusion processes
• One-dimensional Brownian motion and the three-dimensional Bessel process
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

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