Mixing markovian laws; with an application to path decompositions†

DOI10.1080/17442508308833254zbMATH Open0511.60069OpenAlexW1976878671MaRDI QIDQ4748935FDOQ4748935

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• Markov functions
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• One-dimensional Brownian motion and the three-dimensional Bessel process
• On time inversion of one-dimensional diffusion processes
• Characterizing all diffusions with the 2M-X property
• Martin boundaries for some space-time Markov processes

This page was built for publication: Mixing markovian laws; with an application to path decompositions^†

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4748935)